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On the bound of first excursion probability

Method has been developed to improve the lower bound of the first excursion probability that can apply to the problem with either constant or time-dependent barriers. The method requires knowledge of the joint density function of the random process at two arbitrary instants.

Yang, J. N.↗

On the bound of first excursion probability.

Bounding technique of first excursion probability for random vibration, considering relation to reliability of mechanical and structural systems under random disturbances

Shinozuka, M.↗