You are on page 1of 218

 



  



 




   

   


      

 
   
 



 
  
 
 

    
 
  
 
   



                    
 ! "  #    $           
     %     &'   &      !

         & (     '    )
   ! * (&  &          $    
                   +&  
 ! "       , -! *        
    &       &     -   ,
-!              '   -  . 
  ! *       &         /0001 
 (               2   !

"   &       3  '        
 ! +                '  4
/
1        2   '        & 
 ! "        (&  ! "       
  &     &! +            
  &    (   .    &   ! " 
        & &      &    
 &         &! "      & 
       &            !

                 &    
2      & 5 3         '   
    &   ! +    &       
      (&  !     '         
        &  & (&      ! +
                 &  &
(    ,      &'    (    


3   ! 2   &    '   &      
    &  ! +             !

"         .     6  .   7 ' 
       (   8+ 2& !   '     
         ' &      , -'  
!
 




"  $            9  6& : &   6 
  :  "  &'  & ;     "  &! 8 & 
&  !

           9  8<


  +   6   :
 ! 8      $      3     
6   : !

"  $   .     +  =    ! "  
  6           6 !   8 '  ! " 
    7              :  + 
' :$' " $ ! "       8+ 2&       &
(       .      >  ;   
":+  & !

  $  $ 6 ! =  " &  &  : $    ! 9
*   $   $ &       & &!

   $  $         "   $&   
  # !      :  + 4  > $ $' 3  + 
  ' 8 8  7?  7' +  @# $&!

:     &  &  A + &$$! 8         &
     !



 


 

   

  

   
  


! $&      ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
! 9    $ ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! B
!B A    ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! !
!C :# .& ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 

 

 
 
                  

     !
! 2    ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! !

! "     .       ! ! ! ! ! ! ! ! ! ! ! ! ! 


!! >          ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
!!        ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
!!B > &      ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
!!C        ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! B
!B @    ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! B
!B! " $       ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
!C 6    6  .  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 

" #
  

             

  
B! D   ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
B!     $   ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
B!! D        $   ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
B!B 9     &     $     ! ! ! ! ! ! 


 

B!B! : &        &    &  ! ! ! 
B!B! 7          &   
 &  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! B
B!C     ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! B
B!       ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! B
B! >(      &   -   , - ! ! C0
B! >(  &  (           &  
     ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! C

$ #
  
  
 
      %
C! D & 8&&    4   ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
C! 3       & &      ! ! C
C!! =  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! C
C!!       & ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
C!B   &     .    &  /*+/11   ! 
C!B! D$    ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! !

C!B!    *+/1   ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 0

% #
  
  
 
     
 &"
! : &         ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! B
! 7           ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
!! 3          &      
!B 6           &  & ! ! ! ! ! ! ! ! ! ! ! 

' (     
!"
! 6    ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! !
B
!! 6  . ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! !
B
!! 7  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! !

!!B D      8+ 2&  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 00
! +     &    &  ! ! ! ! ! ! ! ! ! ! ! ! ! ! 0
!! +  6  .  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 0
!! +  7  .  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 0
!!B +      ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! B
!B +   & ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 0
!B! 2 &   6  .  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 0
!B! 2 &   7  .  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! B
!B!B 2 &       ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
!C +      ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! B
!C! 2      6  .  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! B
!C! 2      7  .  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! C0
!C!B 2          ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! C

& 
 
        %%
!       ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
! +       $ ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
 

(     %!
)
  
  (  
'&
*! "  & +&    ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! !  
*! *    +&    ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! !  

* ) 
  +   

  ,
  
 &
 -

      

  ,
  
     
 

  
 &!
=!     $   ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 

=! >(      ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 0

 
 

  ."
6! =           $   ! ! ! ! ! ! ! ! ! ! ! ! ! B
6! =          ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
6!B =       (      ! ! ! ! ! ! ! ! ! ! ! ! 

/ )
  
  
0   1  
.&
>! "  & 2    ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 
>! *    2    ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 

2 )
  
  3 
.!
! "   3    ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 

! >   ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 

3 )
  
    4  3 
!
3! :( $      & 5 3    ! ! ! ! ! 


5 
    
  !"
8! =   (      &    &  ! ! ! ! ! 
B
8! =   (    & ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 

8!B +      ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 

8!B! +  7  .  ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 

8!B! +      ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! ! 00


 
 
 

 
            &! 8  '    &   
     (!

:               


  
      
          
        $
     
       
     
 ' E '  ' 
 
E
        $     ,
   &   
  
     
  5&   D & 8&& /
B1  
  5&   " /

01  
 '   5&   " /

B1  
     & 5 3   
  &   
        
= F G   

(
  
 

  
>F G ( 
 / 1    &     $
 ' 

'  ,     
  F G   

  FG     

/ % % 1  &    

     

   

 

,   

    
H / 1 $   
'         &   &   
     & 

&.  &
 &.  &      
  &.  &       IB & 
  
    &
J
  5&    &

E &    &
      &
  &  
   3  
  .     5  
  ( 
     7 
 $   
 / 1    &   .  $
  
     &  $   
J      &   
J     &   
 $   

(   &    
  &
     
     
  (         &    
     
 
  

9/ 1  
  
 
       
 ,   (     
/ 1      
        
    
     
! /" 1   
!     /0001  
#  &  
     
   5  &          
      (
      
 $   
  5  &            
    =K
 /
 1   
$   
$      
$E &      
%J ;  
% ;     /0001  
%      
&
(   &    
L F G  
  
'      &
'     & 
(    
6      
(    5    
( /$1    
 
 5    
M      &
 N / ) ) ) 1
 5      
*    
+ ) ) ) +   
  
 

,       


-     

  
. 2  
. ' .     =K
 /
 1   
.    &    
/ 2  
/    &    
O &  
0       & 5 3   
0 $    7A2*9  
1     
1     
1/$1 5  3     
2    
3    
3   
3   &
3  &
3  & 
3J       
3H )&       
3
  &
         
P $   
4     & 5 3   
4  &
5 ( 
5   &
5     
5    " /

B1  
5 (             &  &
6     & 5 3   
 
7 ) ) ) 7 &  *+  
8   
8     
8 $
8 $  
 
  

8    4 /
1  
8      
Q     (
Q
    (            &  &
9 
      
9      " /

B1  
9                &  &
    
J  5&      
R   3   
R      
:    
:        
;  ,      &     
;  .,  ;   


S 3            


<   
<M        
T     ,
"   ,
" &   ,
"
J    ,
" $  ,

 
  
    &

   &   /0001  
  &
 4 /
1  
   ,  
$   & 
    
U     $  

  
 
 
  
       
 
   

 

  

 &      -      &          
  ! "                 
' !&!'   &'     '   &    ! "
         '       . &    
 &           &   !     
    .    &         #      
       &     !

         '              '
         $    ' !&!'   &  
    +&   ! 8  '     '       
&   '    -   &.'          , !
*       '               ' $
 $ &  &    '  &  !

>         & (&       &   &5
     &         -     
' !&!'  &  $     .( -   !      
   &      '       &! +$     $
        &               
 '  !&!' @ /

' 

1!


      

&  !V       !  " ! # $%! &! "  ! "'(

!") ( !#*+

2&          $ &  )  '     !
*  &  &     ('    &' (         
$   ! "'         ,   ! &  !
            (  ! A        
        00   !      &   &   
   2  /00B1'             
   $   ! "              !

 &                (      
  ' &        $! "      &   ! "

  

&  !V     !! ! % " !!,! # $+ %! )    # $ +

%!#! ! ) -' ) $-+ %!    # $%! " !, " .!"( //+
  0  1 . 2

     &      $          $'
$  $  ! 3    &        &      !
9             &    ! A&
/00B1         &             
  &! 3       $       '
   $       ! &  !        9A   &
! "          (           /1
' /1     /1    !

=     #          $ &       '
!&!'  $          (&  . & &     
   (   &!         (   &
   &! "           $  #   
 ' !&!'     2   !         $   # 
          &'          
! "         &'   '   (  
   '  !&! *   >5  /
1! >(&  (&    
           & '     '      
2       $ ! *         !

"                    (
     !               
 &                  !

             $     &  &!  
#       &         ! "    
    5   ! =           
  ' !&!'  $                
&     &  & (  & ! "     !&! 
&         !       &    ( 
                 (       
        &  (&    '    ! /00B1!

   

          & .       0    
           ! D & 8&& /
1 .    
+&                   !
=  &  D & 8&& /
 1  .  +&        
         &       !

"    &     &  -   ! D & 8&&
/
1'    8 /
1  >& /
B1           
3      

      &    ! *    ' @  /


01'    
    &   : $  '            &
    &      +&   !  '  ,  
        : $  '           &  
   2   ! "           /

1
  & ! *     &            
&  D & 8&& /
C1!

A /

1    &     #         '   
        &       3 ! : /

1  
          !

*          &  $! D & 8&& /


B1   
 $      .  !         & 
 & $  $     '  !&!' 7  2  /0001!

*                    !
8  '            !  /
01     
   ! "         3 '     
  '    '     -   &.! 6-    
 &          5  : /00B1!

  & &  '             & 
      ! *    &         &   '
          !        -  
$   ! " /
01' *   9 /
1  "&  8& /
1 
 .  +&              $  
-    ! @   6  /

1   .     


            ! "        $
  '      (         ! "   
(  .    @   6  /

B1! 2      $


       , -' 9    ! /0001     
       -   , -!  /

1  .
        '   /0001 &&       &
         !  5  9   /

' 

1   3
  '           &      $ (     
 '     (  &  (    &! *  
               9     /001!

*         3  =      ! D & 8&& /
B1
   & &              
     3 ! "        >&  (  / !&!
  -   = (' 

1! " (  ,        
(  ! * 8   ! /001  " /

C1        


      3  =    ! "          
         ! * -     &   $ 5 /

1'
  0  1 . 4

   9        /9   /


1' 7    @ 5 /
011   
              $   !    
             $!

          '      . '     
     ! *     .      ! * &
                 3  :(      
          ! *         & 
 /  000  1    3  :(       /
1'
     2     .    & ! "  
  5  8 &  ! /
 1! L# /

1       #  . 
          ' &   !    '    
    &   ! : &   /

1 5  


   && .   =    ' &    B!B    '
 .         #           ! " 
    5   5  9   /

1'            


  (  &  (    &!

   6 /


1                
          D & 8&& /
B1   .  !
"       (       ! "     
  ,  -   , -! +          
   6    /
1!         :  
2  /

1   & /

B' 

1! "       &  


$!

             &'        
       &          D & 8&& /
1!
D & 8&& /
01  4 /
1'  &  '   .     & 
 .     ! *         &      
 L# /

1!

"    &                 
 /

1! 8     &        ,    
  '             +&   ! D & 8&&
/
' 
B1         &          '
              #        
            ! " D & 8&& /
1
            '   D & 8&& /
B1  
  ! =K
  ! /
 1    #        
&                  ! " /

B1
   #       &            
 & &      ' &     &! " &   
 3   .       !

:               ( '  D&   +$
5      

/
1    #       &           
    ! 8  '  (              ' 
  &    , ! +$  ! /

1        


    &     3  !

"        &           $ 
       +  K
W&5  3    &        
 '         7A2*9   /3   ' 
C1! *   
        & /+  K
W&5  !' 001'     /+  K
W&5
 3   ' 0001   &      /+  K
W&5  3   '


1!

        #           ! @ 
/
01       2            
       ! : &  + /

B1      


        /

1  ! *     &  : &
 + /

1! : &   /

1           # 


         ! "        .   
     && .   =    ! "      B  
 ! A              &  
  '      : &  ! /0001!

  
   

"       '    &       !

=     )      & &        
! 6.                    
  (   &   ' !&!'  $   '   &  ! *
(    &             6  .  
=    '    &    = !C!

"         '   &'  &     
     =  B  !    (&  '         
  .  (    (&     ! "        
 .     6  .!

=       -   ' &    ' 
 &'  &     !   . '         
     ! "            !

'         &&      $   &  = !


3 6 %7 8

  


2  &     &    & '   -   
          !        - 
 , -        , -'   .  ! *
   &    &             : 
 2  /

1               , 


-   , -! " -  .     ! "   & 
  !

"   '                   3
  '          &      ! "  &
       ! +     2    &  
&       &'   & 5 3    & 
 &         ! "          
 &       '            
(                $   
 &     !

+         '      &  
   '    (   .    &  /*+/11  '   
  &   !  '       : $    ' !!'      
 &         &           
&   ! "'              !
 '       &        &    
    &   .   &   &     ! "
        &  &           
     ,! "            '  
    &       &  & 5 3   '
      !

2   &             &  & (
&  & ' !&!'  &.  &       &' 
            3   ! "'     
  '             &       
     & !

"                 (&    & 
  &                   
  &     !           
&                 (   *+/1
 ! * (   . '            
  ! =             !
9      
 

    

  



     

 
 
 

"  &            & &    
    !    & &  '     
  (        &  '   ! 6.     
      &! '  6  .          
      =  B      !

    


"                      '
!&!'  &.  &'      '    &   
 ! "                 
  5  &     ! "      , !

"             &  ! /" 1'   "   &
  ,! "     '  '  & 


 N "  ! /" 1 " %  N 0      ) /!1

    : %          


:(

/ 
7 
: %    %
  

                  &   
 '  &         .!

"  5  &       .        


  N 7 /!1

        '


  N 7 /!B1


     5  &    !         5  &
     '        !

"      ('  '  . 




 N 7 ) /!C1


" &.  &' 


'  .       


 NC  ) /!1

2       5  & '   &       IB
& '   !

"  &  ' #'  . 

 
#N /! 1
7

             $     !


     
:  % %     

    
! 

 
    "

 /

B1  2 /

01 &  &  $&      !   


             !   &      
    ! *           '      
  & '      ! A            !
"     .     &!

  
  
  
 
 
"         .(             ' ( /$1' 
(  5    9 ! * &    ' $'    '   


    ! D N /  ) ) )  1              
      .(  ! "   5        ( /$1!

"                    '



5N J N  
 /!1


   




9 
N


/  
 J 1 ) /!1

"             ,   5       !

"   ,       $

5
8 N /!
1
/5 1 

  $  


5
8 N /!01
5
  5            (' !!'

5 N >F/(  >F( G1 G% N   ) ) ) ) /!1

" $    $          '  
$      $ )!  3    8 N 0  8 N B!
&  !    -          $   !
&  ! /1      3          5 ! "
    /1    &    &      $   &' 
     /1    &          $   ! "
    : %          
:(

 
7 
: %    %
  

0.5 0.5 0.5

0.4 0.4 0.4


Probability density function

Probability density function

Probability density function


0.3 0.3 0.3

0.2 0.2 0.2

0.1 0.1 0.1

0 0 0
5 0 5 5 0 5 5 0 5
X X X

  

&  !V $+ *! -  !  " $  ; /+( "! 7 " &!   * " * "- "

$ ; 2+( ! &'    " $  2+(  &'    " $  2+ $ +

 !  " '#  ) ! ,) $   /+ $-+  !  " '#  )  $   /+ ) 

 " " - ) " 

$     5 '   &' &       
 ' $   & $   ' ! &  ! /1   
 -    $        ! A    $     
 3    /8 = B1'     $       3
   /8 > B1!

        


*             #         
  

 /  ) ) )  1 N

   /  ) ) )  1 /!1

  & ?!  >,! /!1      '         ! *  
   $            '    .     (
   .!

* 3      ,     .    ! "  
   $      ,   3  !

       


*       &      &' !!'      & 
    5     '  ,     &' !!'   
         5     ! "      & 
2 . 
:   2

        !         & '    .
 & 5              !

        


*               &        
    ,!

" ,                  
   1  1 &  /&       (    .1


 
1 N  /!B1



1 N   ) /!C1
 

"       0  1 1  '     1  1    0'     


    '     1  1    '          !
*           !

"                  &  ,!
"'            &    -  ,  
 &       / + /
1  +   /
 11! 6 
 '         1       
  ! " -  -      &    1  
  3  /
01!

 #
 
 !    
6        &       &  !  
         ! "       
    & ! "    &         !
8  '           &      & )  
&  &          ! *       & 
  ' !&!'         , ! *    &  
          /
 1!

*        $    '   . 


  
  +
H / 1 N  /!1
  

    : %          
:(

3 
7 
: %    %
  

         ' + ) ) ) +    '      &  
  ! " $     .    

 / 1  N ) /! 1


;           ' !&!'  3 ! "
    '    $       XX    
 ! "       &   $        & 








&  !V .!" " *   )# ", "   '!" " !* ", ) ", &!! &<

 
; / 3= <  
; / = ><  
; / 9 $%!  !"( ?95+
2 . 
:   4

  &   ! &  !        $   ! "
   $    '      $    & $  
   ! A                $
  ! " -  .&     -   &  &   !    
'         $   $'       &'   
    ! "  &        &    
  &  X X! 8  '        '     
   /
 1! "          )     
 &   !

  $      ! " $          >$ 
$  />$ ' 

1 & 

    
        
 / 1 N  /!1
0  !

"              $        
! A           5   (  & 
,   ' !!'  5   ( (   


> H/ 1  / 1  ) /!1

"    &  >$  $ !

 ! 


    
 
"   $     . 



H / 1 N
 


    /!
1
 


         '  


       
)))  !
   .

" $     .  

   N )
/ 1  /!01

"   >$  $   & 

 
/ 1N
 

/ U 1     >  /!1
0  '

             ' !!'  N '  N 7' !
    : %          
:(

5 
7 
: %    %
  

 $ 
 $ 
   
       '      .    ! "  
       =  B             6 
.! +     '   . '          
       = ! *      6  .   &
 !

"         6      =         
  B  6 

C  0  7  

! &  !B        


 !             $    .' 
    ( 0 $     6   !     
             ! "          
          '            !
    & &      &        ! 
/

1 &         &     7  ' 

! *   
         $   ! /0001!

"           $&       6  #$  '
       (      )         !
8  '  .    0    -   '     -    
  &.! "          $   &   !
:       & 0   B     '   &  , 
!BBB 85!

*     C       '       

62
61
Norway
60
59 Sleipner

58
57 Draupner

56 Scotland

55
54
4 2 0 2 4 6 8 10

&  !BV
&  ) "! !)  # ) ) !&"! &!  488 ( 5 ( " )

 &"! &!  493 ( ? 
3   %   %
   8

12
20

10

Spectral density [m2 s/rad]

Spectral density [m s/rad]


15
8

2
6
10

5
2

0 0
0 0.5 1 1.5 2 2.5 3 0 0.5 1 1.5 2 2.5 3
Frequency [rad/s] Frequency [rad/s]

 

&  !CV $+ &-! "    ) 39 "     !  $ + ) &-! " *  @

 $ += 61  &-! # )  


;  ? $ !'"+= ' !A"-*  @   ; /45 !B
$+

" !V 6     6  . '        0
!

: :I:( !

 FG !B !0I!

0! 

  FG !
!I
!0 0!B

  FG
!0 !C I0!0 0!B

 FG C!B B!IC! 0!BC

 FG !
!0IB!C 0!

J F IG 0!0
0!0C
I0!0 
0!00CC

J F IG 0!0C


 0!0C0CI0!0 B 0!00C

  FG !B !BI! 0!

9 FG !  !0I!00 0!

8 F G 0!C 0!0I0!B0 0!0 

8 F G !
!IB!
0!

1 F G 0!CB 0!BBI0!0C 0!0

1 F G 0!0 0! I0!


B 0!0B

# F G 0!0B 0!0CI0!0C 0!00


    : %          
:(

9 
7 
: %    %
  

16 16

14 14

12 12

FG
FG

 '  
10 10


8 8

6 6

4 4

2 2

0 0
0 10 20 30 40 50
"  

&  !V ) &!!  (  "   ! ) "     !   =   =    
)   " " - ) " 

J' 
&  " !! "     J            & 

  '       &    '    /   , 1  
  ' ! "        .  = B!

"         &! !C /1         & $!
" &     '  &&      &    &
  ! 2      &'  .        ' &
            &      ! &  !   
    '          ! "       
      &.  &  &  ! " &    
  &! !C /1         (    
  &  C        !

"     &       B ' &   B00  5  &


!   5  & '      I0      
     5    &! &  !C /1        
  '         $  ,! "     . 
     7A2*9    $   0  )
'   7A2*9
        .& '    $ ! "       
     &  " !'              & 
" !!     $       $       B!  
         3'   -   (! &  !  
  &             3     5  

  ,  /!
1 !
3   %   %
   ?

9000

8000

7000

Number of observations
6000

5000

4000

3000

2000

1000

0
10 8 6 4 2 0 2 4 6 8 10
Surface elevation [m]

&  ! V  ,!  ) !-  " )  " " -  7 "  !  " # ) C!

" " ! "- A  $5? + 

" !V 6     6  . '        !

 FG !

  FG !B

  FG
!0

 FG C!CC

 FG !B

J F IG 0!0

J F IG 0!0C

  FG !B

9 FG !

8 F G 0!

8 F G B!0

1 F G 0!C

1 F G 0!C

# F G 0!0B
    : %          
:(

/ 
7 
: %    %
  

      




 
   



  


 %
 !
*                   
3   ! "            .  
            &    
   &       , ,      , 
 '  + /
C1  D & 8&& /
1! "     &    &
(        

3 N J  
3 /$1  /"$ J U  /$11 /B!1

  3 /$1      &     /$1      & !  
 ' "
J      ,'   J      &     

    



"
J N  J  
J /B!1

         & '      ! 2   '
      &   +&    /+& /01' D &
8&& /
11' !!'              
& 
 3
 /1 N  (  % N  0 /B!B1
 


  2 6  >  %  0 1 0   7 

  0 1 0   7 

 
    N / 1
   /   , 1   3 ! *       
    !    J   $        &

   !

"                      
        '    &     +&! "  
     /D & 8&&' 
 1

 
C   U      3 3
  /  1 N (    %  N  N /B!C1
  

      
   

       .     5   & 



 /- 1 N @   A) /B!1
7

>,  B!C           +&   '  @ 
/
01!    '             ' 8 '  
  
 /  1  
/   1 /  1  
8  8  N

 /B! 1


   /  1   /  1      &    .     $' !
9        +&             
.   &  *( *!

 &
  &  !
D        ! 8  '     '      
 &   '  +&         &'  & 
-   $   !

*      (           $ /C1    &
           , 3J
  &  !&! 6  6 
/
C1! *       ,  &  '      &    
&  *( !

" &  & ,        :   D , 

 : N 0) /B!1

A             6  6   ' !!'     &
 
N  :! " (     3 J

! * ,   &  & - 
J ! " &
,                      3 
2    .  : 2

.          

3    J/ U - 1
: N  J  
/"$ J 1 /B!1
"
J   
J

3 N J  
3  /"$ J 1 /B!
1


"
J N  J  )
J /B!01

"           

B 3 "
J   
J / U -1
: N   /"$
J  
J 1 /B!1
 
J J
 

3 J / U   
3    J 1
3 N    J
U  J
J  
  /"$ J 1 /B!1
      

          ! "           . 
 ' !!' &  >,! /B!01!

"              !  '      ,  5 '
             

3 N 3
JU3
H /B!B1

  3
J          '  3
H   )&  '   5
 $&    &! "   3
J         -   5
   ! " & (    3
J  3
H  

3
3J N  J
/B!C1
  

 J / U   
   J 1
3H N 3  J
  /"$
J  
J 1) /B!1
   

 '    .      ' &&      

3
  N ) /B! 1
  
J

"        5 '  3


H      !

" -              &! B!  B!!

    &       ! "          

: N : U 3
J :
 
/B!1
3    J/ U - 1 B
J 1  3"
  
J/ U - 1
N  J  
/"$  J J  
 /"$ J 1
"
J   
J 
J
 
  2 6  >  %  0 1 0   7 

3  0 1 0   7 

 






 

&  B!V ) >!" -""  


 A  C!( #) -) " ) D ; D $+ )  E!"

-&""  ) -" !! -&""  ) !-  " $ + ) ! ") & #" )

-" !! -&""  ) !-  "( " #!  " )  

      

3 N J 3
3 U 3  

J / U   
J 1 /B!1
   
N J 
3  /"$ 
J 1U J 
3   J
  /"$
J  
J 1)
   

A           $       , -' 
               = B!! " - 





 

&  B!V ) >!" -""    @"  " A

$25+( #) -) " ) D ; / 



) ; 
2    .  : 4

1 1



0 0

1 1
2nd order Stokes 1st order part
linear theory 2nd order part

     

 

&  B!BV $+ 1 !- &!@= -" !! ' #(   "! # $ + % ! !!

$+ " -" !! $ + -&""  ) -" !! ' #

      $   .       .     &! B!B!
"     $   &       &    
 .! 8  '     &   '    ,  3 ! "     '
!!'       5  &   5   &'       
  $      '    &   ' !!'      
5   &   5  &'   & !

 "
           
"     $            .!  '    &    
      :'               .  
       '  

3
J :
  B 3
J
   
J
 N N
) /B!
1
: J  
    J

 '          . ,           &!
"     &         &'        

 J
 
3
J
 > J / U   
J 1
) /B!01
  

         $   '   $&        
  .!
  2 6  >  %  0 1 0   7 

5  0 1 0   7 

0.6

0.4


0.2

0 7


0
0

&  B!CV

 E!" -! !  ! D   "- "  D = -"!,"- -! ! "( -! ! " ! "

& " ) !,)( # &" -! ! "

   ' .  


J = 7'    &      

 J
 N B@ 3  /B!1

            &  


3
J
 > ) /B!1


8  '   $&            

7
3
J
 > /B!B1


           !      0)00'     &
     .!        $        .!

    ' .  


J > 7B0'    &      

J
B 3 
 N
J
/B!C1
 /1

            &  

J 1
/

3
J
 > ) /B!1
B

"       !      ;   ' %


J '         


7 3 7
J 

%
J
 N > ) /B! 1
/
J 1 B
22  > >
:  >  7    .:


 : 8

"  $&             &   :     / !&!  
/

11
 

J
3
J
 > 7  0)C  ) /B!1
7

  .             &  .! &  B!C  
J
 -      3 J J
      ! A      3    
        &    ! 8  '       
J 0! * '            3
 J
     ' !!'
      .   (  !        $  

      '         '        5  &
      !

 '' !  ' 


 
 
  & "
!


 !

 #      $     $  
 
" /
01' "&  8& /
1  @   6  /

1 (  - 


    $              ! @  
6  /

B1 (  /

1    .  ! "   &  


  $         '            
   +&       #         
&! A             , - ! *  
         ,  -   , -    
= B! ! * &     &   ,        & &
  '       &            
 ! "        2  ! /001'        
        6  .'   2  ! /001'     
          !

"             .(            


         $   .  ' !!'


3 /$1 N 3 /$1  F"$ J  /$1  /
J U  /$1G U 3 J 1   F"$
J U  /$1G /B!1



 
J / U   
   J 1
 /
J 1N
 J
/B!
1
  
   -  .  ! "       & 


"
J N  J  )
J /B!B01
  2 6  >  %  0 1 0   7 

9  0 1 0   7 

    /


J 1 N '          "
J

N 
J!

*     /"$


J U  /$1 N 01      &' 3 '      >,! /B!1
       


3 N J   /
3 U 3 J 1) /B!B1



  &          '  ' . 

 N
J    /
J 1 /B!B1

         &' ' N 3 B '   (      
    

' N U   ) /B!BB1

"     ,  , '            

  U   '
N ) /B!BC1


"  &  '  '      '    
  ,       ! 2 " /
01  "&  8& /
1  
(     >,! /B!BC1' @   6  /

B1     (     


,       ' !!'

  '   ' ) /B!B1


"       C            ! "  
        '          '  & 
 
  
! /' 1 N  //' 11  
' 
/B!B 1

 &
   
/  U   '  1 /  U   '  1
! /' 1 N  (  % '  0 ) /B!B1
 '

 U 

"    (   & 


  
/  U   '  1
9/C = ' 1 N  
! /' 1 N (  
) /B!B1


>,  /B!B1    +&     >,! /B!B1    ' !!'
  0!     N   N /"J B 1 ! *   (   >,! /B!B1   
J 

 &   (     

     
B   
! /' 1  '    ' U  ' ( '    ' /B!B
1
  
22  > >
:  >  7    .:


 : ?

0
1 10
2nd order Stokes exact 2nd order Stokes exact
0.9 2nd order Stokes approx. 2nd order Stokes approx.
Rayleigh Rayleigh
0.8

Probability density function

Probability of exceedance
1
0.7 10

0.6

0.5

0.4 2
10

0.3

0.2

0.1 3
10
0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
   

 

&  B!V )  E!"- #"  ", ) -  "  " ) &&!   " " )

!"! "  ) # -! ) ,) $+ !   * " * "- " $ + !   *  -"-

 
$  ; / 29( ! !&"! +

           @   6  /

B1! A    


   (        &    ! 8  ' ' = 

          '            $
         > 

'  *( =!    ! "  

' > 

> 
 ! *      (     &  2  ! /001'
       .      6  .  !

&  B!    -   &  (     ' >,! /B!BC1'  
 (   ' >,! /B!B1'      '      
   6  .  / " B!' & BB1! " +&     
    ! >  &  -    (   (    
&         /1'        &   '
     ( /1!

 '     & /"$


J U  /$1 N 71     & ' 3 '     
>,! /B!1        


3 N 3  3
J   /

J 1) /B!C01


"        & ' ' N 3 B '  & 


' N    /B!C1

        
     '
N ) /B!C1

  2 6  >  %  0 1 0   7 

2/  0 1 0   7 

=  &           $    = B!!' 
  &        !           >,! /B!B1
 
"   3
J
 >    >  >  '  *( =! 

     !
  !                &  >,! /B!1  
J     
   ' !!' 3 > 
'    > 
!
 '   "    >
  & ,         >,! /B!C1'          !
           ,    '      '  '
      !              
 C  & 
   
/     ' 1 /      ' 1

! /' 1 N  (  % '  0) /B!CB1
     '




6            $ ' ' >  
'         
 &    ,  !

;&   (     ' !!'


  ' U  ' /B!CC1


  (       C 

     
B   
! /' 1  ' U  ' U  ' ( ' U  ' ) /B!C1
  

&  B!    -   &  (     ' >,! /B!C1'  
 (   ' >,! /B!CC1'      !

" -        $   &   &     &
 >,! /B!B1  /B!CB1   +&     >,! /B!B1      &! B! /1 
        '  /1         (! 
        $       +&       
$       ! "       & $    & 
  $       +&   '         
  ! 6    6  .        ! "   
     $     +&   ! "'       
 '      &       $  !         $
       , -'     -   , -!

6  /001      .    +&    & .   $
     ! *     .   $        $# 
 8 $  /
01'         ! "    &
            & /  & 1   
  @   6  /

1!           &
      .  , '  (       '  
22  > >
:  >  7    .:


 : 2

0
1 10
2nd order Stokes exact 2nd order Stokes exact
0.9 2nd order Stokes approx. 2nd order Stokes approx.
Rayleigh Rayleigh
0.8

Probability density function

Probability of exceedance
1
0.7 10

0.6

0.5

0.4 10
2

0.3

0.2

0.1 10
3

0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
 $  $

 

&  B! V )  E!"- #"  ", ) -  "  " ) &&!   " "

) !"! "  ) # !,) &) $+ !   * " * "- " $ + !   * 

-"- $  ; / 29( ! !&"! +  

0
1 10
2nd order Stokes crest 2nd order Stokes crest
0.9 2nd order Stokes trough 2nd order Stokes trough
Rayleigh Rayleigh
0.8
Probability density function

Probability of exceedance

1
0.7 10

0.6

0.5

0.4 10
2

0.3

0.2

0.1 10
3

0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
  $    $

 

&  B!V $+ !   * " * "- " " $ + &!   *  -"-(  ) -" !!

' -! ) ,) " !,) &) ( ) * ,)  !  " "  ! ) !&"!

@<  -! ) ,) ( !,) &)  $  ; / 29+  


  2 6  >  %  0 1 0   7 

2  0 1 0   7 

 (    &   (    ! .   $  
           '     (   .
            ! " &     
      &    &   &     +&   
         $  ! 8  '  (   &   $
           $'          ,
-! " -   &    , -  &   
 ,  -   , -  &.'      = B! !
*                 & &     
 $  !

 %       $ $     


$ $    
"                    &   
  &  >,! /B!B1  /B!CB1! *            
+&     >,! /B!C1 &     ! D  N 3 B    N 3 B 
           N    N   ' !
 '  ' N 3 B   ' N 3 B           
& ' N '  ' N '  ' ! "'   >,! /B!BC1 /&   
,  1     
 
 U  U   '  U  U   '
 N  N ) /B!C 1
 

"          & 


 
 " " 
! ! /' ' 1 N   / /' 1  /' 11   N  "
"
"
"

 /B!C1
" "

      &          C  C
 
C/  U   '  1/  U   '  1
! ! /' ' 1 N  

 /   1 
 U   ' U  '

   

 (  /  U   '  1 
U/  U   '  1 
/B!C1

 /   1
 
 
  /  U   '  1/  U   '  1 )

 /   1
"            ' 8 '  C  C 
  
   

 
U U   U 
 U  
 U D / 1
8  8! ! N  
 ) /B!C
1
 
 
U U 
22  > >
:  >  7    .:


 : 22

 *( 6!    !

 '     & '  ' N 3 B   ' N 3 B      
    &  ' N '  ' N '  ' !  >,! /B!C1
/&  & ,  1     
 
      '       '
 N  N ) /B!01
 

             +&   '    
      C
C   

 
C/     '  1/     '  1
! ! /' ' 1 N   
 /   1     '     '


   

 (  /     '  1 
U/     '  1 

 /   1
 
 
  /     '  1/     '  1

 /   1
/B!1

              ' 8 '  C  C 
  
  

  U 
 
 U 
 U  
 U D /  1
8  8! ! N 
 /B!1
 

 
 U 

"    8   '     8   '      &! B!!
           ! "'     &    
 &   '    .       8  8    
   >,! /B!C
1  /B!1  .    &    ' !
" B!          6  . !

*  ,           ' !&!'  $     
       &          ! "     
    C & C      

! ! /' ' 1


! ! /' ' 1 N ) /B!B1
! /' 1

" B!V =    6  . !

 F G 0!B 8 F G 0!
  F G 0!B0

 /
J 1 F G !00B 8 F G 0!B0B  F G 0!B

  2 6  >  %  0 1 0   7 

23  0 1 0   7 

0.8

0.6

  $
0.4

0.2 
$
0
0 0.2 0.4 0.6 0.8 1
 $

&  B!V !! " -- "  "    "- "  ) &!!  "  $ 
; / 29(

! !&"! +

"  

! ! /' ' 1


! ! /' ' 1 N
! /' 1

/  U   '  1
N 
 /   1  U   '


  
/B!C1
  
 (   /  U   '  1 U /  U   ' 1


 /   1
 
 
  /  U   '  1/  U   '  1 )

 /   1

"          C & C 



/      ' 1
! ! /' ' 1 N 
 /   1     '


  
  
 (  
 /     '  1 
U/     ' 1

/B!1

 /   1
 
 
  /     '  1/     '  1 )

 /   1
23 % 

 >  24

 (   ' 

 /0001 &&       &        &
    ! "              6 /
1'
        = B!! "         , 
-   , -! "           &   /61   
  /B61   ! *    2       

 # 
  # 
/ ' '
! /' 1 N   (   /B! 1
. . .

 .     ! " 2    .  /      
.  '        ' ! '   ;   ' % ' . 

7
! N /B!1
  



% N /B!1
J 
  
J        & 
   !    !      
 
     .       >,! /! 1'   %  
   
J   3  
 
J      .    ;    >,!

/B! 1!

"    ;     5  &         
.  ! * 5   ;    .       
+&   ' !!' . N   0)BB  / N ! " &     
6    

.$ N 0)BB U 0)


! U 0)0 0%
/B!
1
/$ N  )
! U 0)0
%

   B6  

.$ N 0)BB U 0) ! U 0)000%


/B! 01
/$ N   )
!  0)B0% U 0)C% )

" B!         6  . ! A     
 ;    &   -            
  ! "     '           6  
    ,           B6  ! " 6  ' 
     = !C'        0 '      
  ! *      ;     (   & !
  2 6  >  %  0 1 0   7 

25  0 1 0   7 

0
1 10
Rayleigh Rayleigh
0.9 2nd order Stokes crest 2nd order Stokes crest
Forristall 2Dmodel Forristall 2Dmodel
0.8 Forristall 3Dmodel Forristall 3Dmodel

Probability density function

Probability of exceedance
1
0.7 10

0.6

0.5

0.4 2
10

0.3

0.2

0.1 3
10
0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
   

 

&  B!
V $+ !   * " * "- "( " $ + &!   *  -"-  ) %!!  -!

) ,)  $ " 2+( ) -" !! ' -! ) ,)  " ) * ,)  !  "

 -! ) ,)  ! !&"! @ $  ; / 29    $ ; / 28   $ ;  998   $ 
; / 259  $ ;


 ?/+

&  B!
/1        '   6  B6  '    
 +&          $      &! "  
      +&          $  !
" -    6  B6    '   6   &  &  
  -! "   &     6  .        !
&  B!
/1       ('    -      
  ! "   &    ,        !

"          C  C       
       2    / *( >1'  &    &

" B!V =    6  . !

! F G 0!0C .$ F G 0!B 

% F G 0!00B /$ F G !
0

.$ F G 0!B0 %$ F G 0!BB

/$ F G ! %$ F G 0!BB


23 % 

 >  28

0.8

0.6

  

0.4

0.2 

 
0
0 0.2 0.4 0.6 0.8 1
 

&  B!0V !! " -- "   ) -" !! ' -! ) ,)  " %  )

%!!  -! ) ,)  $ " 2+   "- "  ) &!! 

" % (

!&- *

 
$  ; / 29  $ ; / 28   $ 
;  998  $ ; / 259   $ 
;  ?/( ! !&"! +



 
/  '#  '#  '# U '#
!  ! /' ' 1 N  (  
/ .1# /  % 1 .1# /  % 1

/
 #  # 
 /B! 1
 % ' '
   )
/ .1# /  % 1

"       %       ' 8% '  C
 C  & 

   
O
  
#   
8% N      % 
U U %
/ 
C/ 
/
/ O
#

 O

# /B! 1
    
  
U U U % U D / % 1
B / 
/ /

  O   &  !  *( 6!    ! &  B!0  
               &   /6
 B61     %          $   &  ! "
-    6  B6        &'        &
   ! " -          $    !
  2 6  >  %  0 1 0   7 

29  0 1 0   7 

"          C & C   

 
/'#   ' # U '#
! ! /' ' 1 N  (   % 
/ .1# /  % 1 / .1# /  % 1
 #  # 
 /B! B1
 % ' '
   )
/ .1# /  % 1

) &
   !

"               D & 8&& /


B1   
 .  ! D    (  .       6
/
1!

D & 8&& /
B1     $           
   ! :   2  /

1        &  


      &  &        $    
        .  '    &    . 
!

*               :   2  /

1 
&  !  = B!                 &
           &    & !

"                        
          $   *( ! "     
    & 

3 N 3 U 3 ) /B! C1

" .       &   (   



3
3 N @& /B! 1

 

       

< N " $     ) /B! 1

"        & 


 

3 N

3 3   /< U < 1 U 3 3   /<  < 1 /B! 1
 
24    1 0  : 2?

0.1

Quadratic transfer function


0.05

0.05

0.1

0.2 0.1 0 0.1 0.2


  
&  B!V ) A! - !"! "- " !  @  !A"-*  F  
;   !B

   <  !A"-  $ + ,  <  E!"- !A"-  $  +


& #!=  ; 8/ =  ; 3 =  ; 2 = F ; 5 

 

 
 N  N  /B! 1

 N  N   /B!


1

   '  '  
' '
 

/ "

U " U " " 1 U

' ' ' '   
 N


  / U  1 C" "
' ' 

 
U /" U " U " " 1) /B!01
C

" ,    ,          ! "    
  &   


  
' 
 '
  
U '  
 
  N   N  /B!1
'  '  
      


  
"       /    1
 
 
N N U /B!1
''  " "
 
   &   !

&  B!    ,        .(   , " U " N )
I'             ! * & "  " N 0'  " N " N 0)
I'       $  ,   6  . !      
  $        ,   

!   .&     
    -     &  ! " -   ,  
  2 6  >  %  0 1 0   7 

3/  0 1 0   7 

    -    '       '       
&.'        &     ,  !   - 
 ,    &'   &            & 
>,! /B! 1! "      ,       -    "  " 
'           #.!    '   ' 
-   ,    &.   & -   "  " ! "   
 : &  ! /001!

A       (         -    5 ! ;& 
       (   & 


3J N   /" " 1! /" 1 " /B!B1

     & 




9 N ! /" 1 ") /B!C1

" $  & 


  
8 N   /" " 1 U  /" " 1 ! /" 1! /" 1 " " ) /B!1
9

* +, 
 
    
 
  
"

 - 
! . 
           >,! /B! 1 /B!01 &

   
J / U   
J 1
  /"
J "J1 N J  J
/B! 1
   

   
F 
J U 
J /
J 1G
 /"
J "J1 N  J J  F  J /   
) /B!1
 C
J   J U  J 1G

" (   $ &  >,! /B!B1  /B!1  


3J N 9  /"
J "J1 /B!1
 
8 N 9  /"
J "J1 U   /"
J "J1 ) /B!
1

A        /"


J "J1  0'  -   ,    &  &
      $!             &  
          &  =  B!B  B!C'     
      5 !
25 G    

7   %% 

% H : %% 3

"        .(    & 

  
3 /$1 N 3  F"$ J   /
J U  /$1G U 3  J U  /$1G  3
J 1   F"$ J 
 /
J 1 U J 
  /
J 1 /B!01
  

 

  
J / U   
J 1
 /
J 1 N  J
/B!1
  

F    
J U 
J / J 1G
/
J 1 N
J  F  J /   
) /B!1
C
J   J U  J 1G

"     >,! /B!01        5 (     
 ! 8  '  $    &        ! "
         9    ! /0001'  &  !   
J 1 0'  >,! /B!01   >,! /B!1!     & &   
/
     *( =!!

"     .&              &   
     = B!B! *          &' 3 '  & 

   
3 N 3 U J  /
J 1  J 1
/ 3 U J
 J 1 )
/ 

/B!B1
 

"         ' '    . 

 J 1 

N 
J
  / /
J 1 ) /B!C1

 
 &   N    NC  '  .&


J
 N  J 1
 / /B!1


         &     


' N U  U ) /B! 1


"       
  U  /'  1
N /B!1

      ,       '       !
  0'  '  ! "       &  +&    & 
      C

   
 U  /'  1  1 /  U  /'  1  1

/
! /' 1 N  ( 

% '  ) /B!1
 U  /'  1
  2 6  >  %  0 1 0   7 

3  0 1 0   7 

 '     & ' 3  & 

   
3 N 3  J  /
J 1  /
J 1 3  
J /

J 1
 /B!
1
 

 &         & 


' N    ) /B!
01


"       
    /' U 1
N ) /B!
1

*   &        $   &       >'


   & ,       !  *( =!    ! "
&       C 
   
 
     /' U 1

!
/     /' U 11
! /' 1 N  (  % '  ) /B!
1
   /' U 1 

 
"

&  B!    -        $  ' &   ,
- '   (  ' &     ,  -   ,
-! " +&          ! 6    6  .  
 ! " B!B           6  .!

" (   &  &      (     &  
&    (    & ! "          
-   ,  ! " -   ,    &  &      
  '             &! " -   ,    5
 .  '   -    (       
 $        &  !  6   /1  
 J

 /
J 1  '         '  -   ,

   &            ! " (   &  
     6  .        $  !

" B!BV =    6  . !

F G 0!
 F G 0!00


J 1
 / F G !00B J 1
/ F G 0!BC

 F G 0!B
 F G 0!B0
25 G    

7   %% 

% H : %% 32

0
10
2nd order Stokes
Extended model
Rayleigh

Probability of exceedance
1
10

2
10

3
10

0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5


   $

&  B!V !   *  -"-  ) " ( ) -" !! '  " )

* ,)  !  " )  "  ) ! ,)  ) * ,)  !  " ! ! ) -! ) ,)( "

 )  ! ! ) !,) &)  -! ) ,)  " !,) &)  ! !&"! @


$  ; / 29(  ; /?(  ; ///?+

=  &     &'  #        C  C
                 +&   ' &&

 
C/  U  /'  1  1/  U  /'  1  1
! ! /' ' 1 N  
 /   1  U  /'  1  U  /'  1
 

 (  /  U  /'  1  1

/   1
  /B!
B1
U /  U  /'  1  1
 
 
  /  U  /'  1  1/  U  /'  1  1 %

/   1

' '  

                $   .  >,!
/B!C
1'    N / *( 6!B1! "        6  .
  &  " B!B! =              $  
&  " B!'       -     &    -
  !

  2 6  >  %  0 1 0   7 

33  0 1 0   7 

4 4
Rayleigh Rayleigh
Extended model crest Extended model trough
Data crest Data trough

3 3


  
2 2
  

1 1

0 0
0 1 2 3 4 0 1 2 3 4
      

 

&  B!BV "! &  ) # " " &!   * " * "- "  ) " (

) * ,)  !  " "  ! ) !&"! @ $+ # -! ) ,)( $ + # !,)

&) !-"  ) , " -"!  " "- ! /( 2/( 4/( 8/( ?/( ?4( ?? " ??? $  ; /?(
 ; ///?(  
; / 2(  ; / 2?(  
; / 2/+

 '  #           &     
 
C/    /' U 1  1/    /' U 1  1
! ! /' ' 1 N  

/   1 
   /' U 1    /' U 1
 

 (  /    /' U 1  1

/   1 

  /B!
C1
U /    /' U 1  1
 
 
  /    /' U 1  1/    /' U 1  1 %

/   1

' '  

           >,! /B!1'    N ! "    
   6  .    &  " B!B!

&  B!B             /1    
&  /1    &          +& 
25 G    

7   %% 

% H : %% 34

  ! " $               '   - 
          ! 8  '  -   
  &  ! " +&           &
  &    '     &        ! " 
 )    &     &! B!! 6    6  .   
     ! " (   &   &      
+&   '    &   &   & !

          '           
(      &         (  &  $  !
"        &            !
 3 =  '  ' = '         (  & 

9/C =   C = ' 1


9/C = ' C = 1 N
9/C = 1
# # /B!
1
  ! ! /' '
E 1' '
E
N )
 
! /1

&  B!C          ( &         
  '   &' ( '         6  .! " (
   &  ,          +&   !

" (      & &       &  & 


>FC C N ' G N ' ! ! /' ' 1 ' /B!
1
(

           ! ! /' ' 1       '
&  >,! /B!B1!

 '  (     &  &      &   & 


>FC C N ' G N ' ! ! /' ' 1 ' ) /B!
1
(

&  B!       (  >FC C N ' G   ' '    
   (  >FC C N ' G   ' ! 3 '       
    & (      &'           
'   ' /' ' )1!  &      ,      
    '  ' ! A '           
    !
  2 6  >  %  0 1 0   7 

35  0 1 0   7 

0
10
Rayleigh
Extended model crest
Extended model trough

Probability of exceedance
1
10

2
10

3
10

0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5


  $

&  B!CV "  " &!   *  -"-  ) # &  , " ) ) &! 

# &  -  ( (         -! ) ,)  " !,) &)  !

$ ; /?(  ; ///?(  ; /2(  ; /2?(  ; /2/+


  
!&"! @

2.5
Rayleigh
Extended model crest
Extended model trough
2

1.5


0.5

0
0 0.5 1 1.5 2 2.5
  $
&  B!V "  " &- "  ) # &  , " ) &!  # & 

 
 ; I ;  J=   ;  J=
 ; I  ; I  ;  J=  -! ) ,) =

! !&"! @ $ ; /?(  ; ///?(  ; /2(  ; /2?(  ; /2/+


  
!,) &) 
28 G 
 % 7  G    
   %

7  1 
   0
 38

/ +,   


  , 
 
   

  
 
   
 
* &         &       !    
(   & &           ! A& /00B1   
     +&                &!
*          &             (
    ! " . #  A& /00B1  &   &       
  &               !

:         &      7 $    &
%     /" 1         )  /" B1! :  
 &         &      ! " &  
     & &    &'    .     
   $! "    &             & ' 
 $         ! " B!C            &
     !     &'        '      &
  '             $!

"     (    &    ' 
'   (
     &' 3
'   ( 


N .) 8 /3
 1 /B!
1

  .)            '  8    ! & 
B!       3
 !

 &  3
    &   +&   '     
            

    
 .) 8 U 


 /
1 N   (  ) /B!

1
.) 89 

" B!CV 9         &  /1       
 / &1!

 :  "  " B

 FG ! C! .) F G 0!C 0!BC

 FG ! 0!
/) F G 0!B 0!

 FG !B 0! 9 FG ! !

 
F G C!
0!
  2 6  >  %  0 1 0   7 

39  0 1 0   7 


(


&  B! V ! "  ) ! ") & #"



"  )   " " - ) "

#!  $ 1
+

"                 ! &  B!   
 &     '    &             
  $'        (! " A& /00B1   /   1
        "   " B  & !

*        


     &  (      
   &!   & 3
N  ' '     
 '   
  
 .) 8 U 

' N  ) /B!001
  .) 8
"        
           & >,!
/B!1
 $   

 U /   
*  +
 1   
!
  +

 /
1 N   (  ) /B!01

  
"

" (          '  J 1


 / N   J 1 N 0' &&
/
 N 0!             B!   ! ' ' &&
N J 
  N 0) ! A       A& /00B1     &'   
       ! 8  '         '  
J J

  ,!

" (          &! B! / $ 1! "     
     "   " B  & !     (     
  A& /00B1   &           &     '
!

"     (    &    ' &
'  3

 ( 
&
N /)  /3
 1 /B!01
28 G 
 % 7  G    
   %

7  1 
   0
 3?

0 0
10 10

Probability of exceedance

Probability of exceedance
1 1
10 10

2 2
10 10

3 3
10 10

4 4
10 10
0 5 10 15 20 25 30 35 40 0 5 10 15 20 25 30 35 40
(   

(    

 

&  B!V " ,!" #! &!! $+ !, *&( $ + !, *&2 ,# $//2+

)( " -" !! =   *&=   *&2

  /)            !

       '         &


 & 
    
 /)  U &


, /&
1 N   (  ) /B!0B1
/) 9 

&  B!              &   &'   
&                $'       
(! " A& /00B1   /   1         " 
 " B  & !

    &    '  (            
    &
! "    &
 '  & 
 
 /)  U &

' N  ) /B!0C1
  /) 
                &
   
 $   

 U /  ,
* #  
 1   
!
 # 

, /&
1 N   (  ) /B!01

  
"

" (          &! B! / $ 1! "   &  ,
  2 6  >  %  0 1 0   7 

4/  0 1 0   7 

0 0
10 10

Probability of exceedance

Probability of exceedance
1 1
10 10

2 2
10 10

3 3
10 10

4 4
10 10
0 0.5 1 1.5 2 0 0.5 1 1.5 2
(   (  

 

&  B!V " ,!" #! ) ,) $+ !, *&( $ + !, *&2 ,# $//2+ )(

" -" !! =   *&=   *&2

         &   &    "   " B  &
'          &    &   &!


       


 





 %
  "0
   
12  
* &  D & 8&& /
1   &' 3 '  +&     
     ' !!'

 3
- /1 N  (  % N  0 /C!1

J

        &! "  5&  ' 
J '  &    
 
,    3 '      &  
J N
 N / 1 ! D 3  /
C1'
8 &  ! /
 1   /
1  &  '           
 7     3  :( ' '       5& 
     &!

 /
1 5        &      3  :( '
 .     2      ! D D & 8&& /
01
             +&     >,! /C!1'  
J N )/ 1  ! "    
 5&      J  (  

.    . '      &      /
1!

4 /
1   -        (      &     '
   3   ! *           &  ! 
&      '       (    


4   3 6  > >
:  >  %  0 1 0 7

 (    ,        ! " (   
          &       &   &  
     B  & 

  
  N  M  M  M  
/ M  1 
M  
M  /C!1
 

 
M  
M            &       &' 
!  ( /$1   3  '  #      & 

 

/ 1N
/7

1 7
 
( 

7 
  
%  N F M M G
    /C!B1

  % (
 /01  /01  / 1
/
 / / 1
& . . .  .  )
&  )
& . /01 . /01 . /  1 . / / 1
  / )
7 N && / ))
) /C!C1
& . /  1 . / / 1 . /01 . /01 )
' *
 / / 1  / / 1
. 
 /01  /01
.  . .

"      ' . / 1'   3     & 


. / 1 N >F( /$1( /$ U  1G N ! /" 1@'/ " /C!1


      ! A      . /01 N  ! >,  /C!1  
  
     

  N    (  ) /C! 1
  . /01  / / 1
( / 
 & . /01 N   .& 8 N (   '        (&

    & 
 
  
9/3 = 1 N N (  ) /C!1
   /  8 1

   &    '       & (& 
   & 
 

9/3 =  1 N (  ) /C!1
C /  8 1

"'  4 /


1      +&     &  >,! /C!1' 

J N //  8 11  / 1  )


 /C!
1


" D & 8&& /


01       8 N 0)'      6 
  & 8 N 0) 
!
3
7 77 
 K 
42

0
10
Rayleigh
LonguetHiggins 1980
Nss 1985
Draupner data

Probability of exceedance
1
10

2
10

3
10

0 0.5 1 1.5 2 2.5 3




&  C!V !   *  -"- $  


; / 59?( ! !&"! +

    &'   &    5      ! 2    
        4    & 
 
C 

- /1 N (  ) /C!01
  8   8

&  C!    -    +&          
 D & 8&& /
01  4 /
1!      +&     
 &  &   D & 8&& /
01   4 /
1  ! "  
  &  ,  ! +    6  .     ! "
    +&      4 /
1  '    &  
'  4 /
1   &        !

L# /

1    '              
#  .     ! *   (    4 /
1    
 !

" #           &     &   
  +&    &  >,! /B!C1
 
C   U      2 2
- - /  1 N (    %  N  N /C!1
  

      
   
           ' 8 '     

 /  1  
/   1 /  1  
8  8- - N

 ) /C!1


             8   &  >,! /B! 1!
43   3 6  > >
:  >  %  0 1 0 7

        4 /


1       &  & 

 
   / U  1 C   

- - /  1 N (   ) /C!B1
/   1/  8 1 /   1/  8 1 /   1/  8 1

 3 
 ' 
      "

 1  
  

2 &   & +&     2   ' (     
   &     ! "'  -           
 #              &! " 3  
                ! "   
         .  3   !

 & 


   &        $ '   #        
    &  ! *         #  &  
/

1!   $  .          



! 8  '   K
 /
1
 &             #! *     
    5 /

1!

"        &  !


   8, 9 
 :
 (  *  
          

0   
    
     
0           

0 / + 1 N  /
/ 1
0 /+ 11 ) /C!C1



0                 
@/
1  @/
0 1

        

0            
0
   !"!#            $ 

0 

"    (     !


3 7    >  %  0 1 0 7 7   %

 %  44


   8, 9 
    
:
 ( ( ) ) ) (  
          

 ) ) )
   %

          
          %     
   

    /  ) ) )  1 N 
/  1
 /  1 ) ) )
 /  1 ) /C!1



 ) ) )
                 
@/
1  @/
 1      @/
 1

      %     

 ) ) )
        
   
       !"&#  %          
$ 

 ) ) )
 

"             ! *  &          
 ! 6       &              
 &'  .    ,    !

 


           % 
  
  
 
    
'(")  

"  $  @/
1 
 
/$1      
 

/
/$11 N $ /C! 1

*  $   @/
1 
 

/$1 N  
/ 1  $ N  
/ 1  $ /C!1


    &'   ,    ,'    
 !

"        


 
     
 /E E ) ) ) E 1 N
   
/E 1


/E 1 ) ) )
 /E 1 /C!1

  E  F0'G'  N  ) ) ) !
45   3 6  > >
:  >  %  0 1 0 7

  
   $ $  
" 3             ! "  (  
           (  ,   ! "
    3       &          
   / !&! D  6 @ &' 
 1'  &  /
1    
&     !

"      &  #          &  .    
    '   (         ! *   
3    & 
  

 /E E 1 N R R /E 1 R /E 1 /C!
1

     3     & 



 
R/- 1 N  @   $
7
  /C!01
 -
N  U   
 

  F G      / *( 1! "    R/- 1  & 


 
R

/E1 1 N    FE1  G /C!1

       %1 N R/, 1       F0'G!

"             &     
&  /  >,! /C!C11


- - /  1 N  /
- / 1
- / 11
  
 /C!1
NR R F
- / 1G R F
- / 1G
      
- 
-    !

" -              !  '  4 /
1  
 



- /1 N   (  /C!B1
  8
      &         &!  ' 
           .  3   '     2
         # 


- /1 N   (  /C!C1
.
  ! A       2       )(  .   
 4 /
1        ! " 2    .  /    
  ( $   !
3 7    >  %  0 1 0 7 7   %

 %  48

0.99999 0.99999
0.999 0.999
0.99 0.99
0.9 0.9
0.75 0.75
0.5 0.5
0.25 0.25

0.1 0.1

  
 

0.05 0.05
0.02 0.02
0.01 0.01

0.003 0.003

0.001 0.001

2 1 0 1 2 1 0 1
10 10 10 10 10 10 10 10
 

 

&  C!V 1  &!   * &  # ) ,)  ! ) !&"! @  = L

$?94+  # )  ; / 59?=  @ 1   !  " # )  ; /?89(  


;  /2?

&  C! /1    2        5  &    6 
.! "        &! C! /1'             
         &     !    4 /
1    
   2     . N 0)
  / N )0B
  !

&  C!B /1           4 /


1  '  2
     +&            6  .! "
   (     &! C!B /1! " 4 /
1       $
    '   +&           & 
 ! " .&      2    &        &
  0)  '     &           !

"     %- N


- /1       F0'G!  &  4 /
1

         .& S- /1 N R /E- 1'  &     


    >,! /C!1


  


 
S- /1 N       (   ) /C!1
  8

"                  >,! /C!1


 


- - /  1 N R S- / 1 S- / 1 /C! 1
49   3 6  > >
:  >  %  0 1 0 7

1 0
10
Weibull Weibull
Nss 1985 Nss 1985
Rayleigh Rayleigh
0.8
Probability density function

Probability of exceedance
1
10
0.6

2
0.4 10

0.2
3
10
0
0 0.5 1 1.5 2 2.5 3 3.5 0 0.5 1 1.5 2 2.5 3 3.5
 

 

&  C!BV $+ !   * " * "- " " $ + &!   *  -"- ! # ) ,)

  ! !&"! @ $  ; /?89(  ;  /2?(   ; / 59?+ 

             & 




S- / 1S- / 1
- - /  1 N $
7   8
  /C!1
   

 (  
S- / 1 U S- / 1

 8 S 
- / 1S- / 1
/  8 1

  8   
        S- / 1  S- / 1! "    S- 
   &          / *( 1
     
7  
 
 C 
S- /1 N (      (   ) /C!1
  8   8   8

!
('  2            ! 6.& S- /1 N R /E- 1


 %- N
- /1   >,! /C!C1'       >,! /C!1       
 +   # , 
!
  
S- /1 N       (   /C!
1
.

    / *( 1


+    # ,
 #   # !
! / 
  
S- /1 N 7 (      (   ) /C!B01
.#  . . "
3 7    >  %  0 1 0 7 7   %

 %  4?

0.5

0.4

Probability density function


0.3

0.2

0.1

0
4 3 2 1 0 1 2 3 4
   
&  C!CV !   * " * "- "  !"! # ) ,) = '!" " *   

M ( '!" " *    M
!( "! 7 " " * "- " $  ; /?89(  
;  /2?(
- -
 ; /59?+

"                  &  >,!
!  ! 
/C!1'  S- & S-  S- & S- ! "      8 
! !
    8! '        S- / 1  S- / 1!

"            &     6  .
      " C!!           '    
         &   ! "   
     5  &         ! "   ,
              &!


&  C!C   $          &    S- 
!
S-        3     ! " .&    
         (   3   ! "    
&  2          &       3
  '       &  4 /
1         

  ! !
" C!V =      S- / 1  S- / 1   S- / 1  S- / 1'
         5  & 8 '  N  B C'   6  !

8 F G 0!B
8! F G 0!BC 8 F G 0!C

8 F G 0! C 8! F G 0!  8 F G 0!

8 F G 0!0 8! F G 0!0 8 F G 0!0


5/   3 6  > >
:  >  %  0 1 0 7

4 4
Nataf Weibull KDE data
Nataf Nss Nataf Weibull
Nss 1985 Nataf Nss
Rayleigh Nss 1985
3 3



2 2

1 1

0 0
0 1 2 3 4 0 1 2 3 4
 

 

&  C!V "! &  ) # " " &!   * " * "- " )   "

) L $?94+  ! -&! # ) $+ ) * ,)  !  " $ + '!" " *   

) !&"! @  !-"  ) , " -"!  " "- ! /( 2/( 4/( 8/( ?/( ?4( ?? "

??? $  ; /?89(  
;  /2?( ! 
; / 299(  
; / 59?(  
; / 29?(  
; / 325+

& $    /8 > 01!

&  C! /1                '    & 
2   '    2'   4 /
1  '    4'
    ! "           +&   ' &
 >,! /C!1   N 0)CB '   4 /
1  ! "      
    -     +&      4 /
1  !  &
             '   4 /
1   
 +&         ! *   $'      
,  ! * &  &  / N  1'   2        +&
       '      4 /
1     &   !
A  & '   2        +&     
  ! * &  &    4      4 /
1    
  '               &   !

"           $      6    &!
C! /1! " 4 /
1          !  &   ' 
  &  ,    '    & '     &  
     !           $     '  
 2   &  &       $    4  !
A '   2   &   &    !
3 7    >  %  0 1 0 7 7   %

 %  5

4 4

3 3

2 2
  

  



1 1

0 0

1 1

2 2

3 3

4 4

     
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4

  

 

&  C! V  ! &  ) !"! # ) ,) M


 #" $+  "  ( $ +  "  (
-
-&! # )  -"! &   "! 7 "  !  " $  ; / 59?(   
; / 29?(


 ; / 5+ !-"  ) , " -"!  " "- ! /( 2/( 4/( 8/( ?/( ?4( ?? " ???

2 &  '  & #            &! 8 
 '         (  !&!     ! &  C!   

          & S-  /1     /1    ! "
              3   ! " .&      
     ,         3   '  
         $        ! *  
!
        & S-     &! C! /1      /1
    ! 8         ,        
3   !
5   3 6  > >
:  >  %  0 1 0 7

4 4

3 3

2 2
  

  



1 1

0 0

1 1

2 2

3 3

4 4

     
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4

  

 

&  C!V  ! &  ) !"! # ) ,) M


! #" $+ "  ( $ +  "  (
-
-&! # )  -"! &   "! 7 "  !  " $  ; /?89(  ; /2?( ! ; / 299( 
! 
; / 5+ !-"  ) , " -"!  " "- ! /( 2/( 4/( 8/( ?/( ?4( ?? " ???

    &    2       !

" (           '        
5 
N F ) ) )  G  & 

-
!
 
 
/ 1N
 S- / 1
/7 1   
(
7 


!
S- / 1

 7  !
S- / 1  /C!B1

       (' 7'  & 


% (
 8!    8!
&    8! )
7 N &&' 8!!!!  
!!
!
)
!!
!
))
*
/C!B1

8!  
3 7    >  %  0 1 0 7 7   %

 %  52

0
10

Probability of exceedance
1
10

2
10

3
10

0 0.5 1 1.5 2 2.5 3 3.5




&  C!V !   *  -"- ! "! C # ) ,) $   +< 1 

=  = $      +< 1  =  =         +<


$

1  =   )   " " - ) "! C  ," @-" # ) ,) 

3 $  ; /?89(  
;  /2?( ! 
; / 299( ! 
; / 5 ! !&"! @ +

&  C!     2    >,! /C!B1        (
 N   B! "            6  .!   .&  
         & (&      
 ! "  2   &  ,           
 .& !

"'  &      '            
 &            3   ! "  
  3                &'
            (  !&!    !

*  ,      (     & &     
&! "  & 


>F  N  G N  - - /  1  /C!BB1

           - - /  1         >,!
/B!B1!
53   3 6  > >
:  >  %  0 1 0 7

2.5

 

1.5



1

0.5

0
0 0.5 1 1.5 2 2.5


&  C!
V "  " &- "  ) # ) ,) , " ) &!  # ) ,) 

1  = L $?94+ = * ,)  !  "=   $  


; / ?89(  
;  /2?(


! ; / 299(  
; / 59? ! !&"! @ +

&  C!
      (  >F  N  G    ! "  2  
      4 /
1     +&   ! 6    6 
.    ! "           &'      2
  &   &       &    '   4 /
1  
&   &          !

               (    &
&       & (  & ' !&!  
! "   
   ( &        & ( 
E  & 

9/ E  =
= E  = 1
  
9/ =   = 
E  = 

E1 N
9/ E  =
= E1


### /C!BC1
- - - /   1   
E E

  
N # #
  )


 - - /  1  

"    &        3     >,! /C!B1!
32  0 1 0 7 
  %     7 0

$ $++ 
54

 &             "


 4564 77  
         &  &       &  
 &     ! "    .       &  &    
( /$1!

"              ( /$1! A      &  /*+1
  ! "     &  & /:*1   '      
    !                 ! "
  *+  :*      &    2 /

01!

  *+   '    (   $         '
     ! * *+           5     

( /$1 N 7 ( /$  1 U    U 7 ( /$  1 U 1/$1 /C!B1

  7 ) ) ) 7   &  1/$1   5  3     !    
   -    5   '       ! " & 
       ' 8 '       ' : !

        '            5  8 
: ! "       /*= 1        ( /$1  ( /$ U ? 1

= F( /$1 ( /$ U ? 1G
8 N   /C!B 1
L F( /$1G L F( /$ U ? 1G

       


. 
. 
/   J 1/   J 1 
8H N 

 /   J 1

) /C!B1

"         /9*= 1        ( /$1  ( /$ U ? 1
        &   ( /$ U 1 ) ) ) ( /$ U ?  1 
  ' !!'       

= F( /$1 ( /$ U ? 1 ( /$ U 1 ) ) ) ( /$ U ?  1G /C!B1

   
. H
8H   : 8H  
:H   N .
 /C!B
1
  H
 : 8
H

:H  N :H  :H   :H    N  ) ) ) ?) /C!C01


55   3 6  > >
:  >  %  0 1 0 7

0.5 0.5

0.4
0.4

0.3
0.3





0.2

0.2
0.1

0.1
0

0 0.1
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10

 

&  C!0V $+ & -!! " "- "( " $ + & &!  -!! " "- " 

M
! ! !&"!  )   " " - $0!I N J+   

-

;       &         '     :
H 

  ( 

H G 
L F: ) /C!C1


"' 7 ) ) ) 7      8
H  :
H
   !

" .    &  /*+/11       

8 N 8 ?  ) /C!C1

8 N 7 ? N 
: N /C!CB1
0 ?  )

* *+/1     : $    

9/( /$ U 1 N  ( /01 N ) ) ) ( /$1 N  1 N 9/( /$ U 1 N  ( /$1 N  1) /C!CC1

"'    ( /$1        $ &  ( /$  1!    
      *+/1  '             
   .!

!
"  *=  9*=       5  & S-    6 
   '         &! C!0 /1  /1' ! "
*=    ( ( ! " 9*=   $  ? N '   
32  0 1 0 7 
  %     7 0

$ $++ 
58

0.5 0
10
Draupner data 2param Weibull
Simulated AR(1) Nss (1985)
Draupner data
0.4 Simulated AR(1)
Probability density function

Probability of exceedance
10

0.3

0.2 2
10

0.1

3
10

 
4 3 2 1 0 1 2 3 4 0 0.5 1 1.5 2 2.5 3 3.5


 

&  C!V $+ .!" " *    M


! $ + !   *  -"-  "! C #
-
) ,) $  ; / 299(   ; /?89(  ;  /2?(  
; / 59?+

 ?         &    ! "       
*+/1  ! *   .       *+/1      = C!B!!

"'            &    

!
S- /$1 N 8 S!
- /$  1 U 1/$1% $ N   ) ) ) /C!C1

  1/$1    3      5     ,
!
/  8 1L FS- G N   8 ! "       !&!   ' !!'
 

!
S- /01 N 0!

   C00     &    &       8 N
8! ! &  C! /1    $            
$          6  ! "      
  *+/1            6  !

!
"  5  &           S-   & 
    &  >,! /C!
1'  &
    #
  !
 N .        S- /1 ) /C!C 1
 

&  C! /1       (    5  &   
6      &     *+/1  '    >,! /C!C 1! "
59   3 6  > >
:  >  %  0 1 0 7

4 0
10
KDE Draupner data NatafWeibull
KDE Simulated AR(1) Nss (1985)
Draupner data
Simulated AR(1)
3
1

Probability of exceedance
10


2
10

3
10

0
0 1 2 3 4
 
0 0.5 1 1.5 2 2.5 3 3.5
  

 

&  C!V $+ "! &  ) # " " '!" " *   !-"  ) , "

-"!  " "- ! /( 2/( 4/( 8/( ?/( ?4( ?? " ??? $ + !   *  -"- , "   
$$       ++ $ ; /?89(  
;  /2?( ! ; / 299(   
; / 59?( 


; / 325+

   2      4 /


1          
 ! " .&    &  &    6      !

&  C! /1              $     
6          *+/1  ! "     
   6  '     *+/1     
  ! "      &! C! /1'          (
   ' &   (   ' !!'  = !
32  0 1 0 7 
  %     7 0

$ $++ 
5?

 "     


          *+/1  '  $        ! "
                &  >,! /C!C1'
!!'       (     
% (
 8    8 

& 8    8  )
&  )
 V 7 N 7 N & !!!
& !! !! )
! ! ) /C!C1
& )
' *
8 
8 


    ! *'    .  &          


  *+/1  ! '       #     &    '
    &      ! " $     & 

( /7 1

( /71
PN /C!C1

     $   ! 2   5    &'    P   (
 ,       &     ! "    #  &.
 .        P)* = ;  !      #'  *+/1  


  &   (          & &. !

2   &    '


!
N B  ! "      S- 
3  '   $     & 
 
/
 

/ 71 N 


!
/S- /11 N /71  7  

 
( 


!
S- /  1

 7  !

S- /  1 ) /C!C
1
 

" (   $     7         
( /

71 N /71   7H  @
  
 
/C!01

 


7H N  !

/S- /  1 J!/
S - 11/S!- /1  SJ !- /11 ) /C!1


7
D H       (  (5 / 7 1! "     ! " 
$     & 

+ ,  
7 1 N 7H
( / B

 

!
 7
 ! 

( /71
S- /  1 H S- /  1 )
7
P N ( /C!1
H  


 7    2  /

1    !
8/   3 6  > >
:  >  %  0 1 0 7

"     &       &      &   
   6  .! " &  5   N 
    
  P)* N ) !   ;   N ) '           
#  B! Y &. !

 

  '()

"     $     &    *=  9*=   
  &    6  .       *+/1  ! " & 
  !  '       &       >,! /C!C1
 /C!C 1! "        ,!  '      
 & &      &      &    
    & /  >,! /C!CC11! "'          
 &        !          
&         . '          '

&  C!B                  (! "


.&           &        &'    ' &
    F
E 

E G           '      &

       &'  ' &     F E E
 G     
  
    ! "            6  .! 8 
      .        ! " .&      
           ,           
  ! "             & & 
    &      &         &! "
  &  ,    !
32  0 1 0 7 
  %     7 0

$ $++ 
8

0 0
10 10

Probability of exceedance
     !

Probability of exceedance
1 1
10 10

2 2
10 10

3 3
10 10

0 0.5 1 1.5 2 2.5 3 3.5 0 0.5 1 1.5 2 2.5 3 3.5


B        
  B        
 

 

0 0
10 10

     ""
Probability of exceedance

Probability of exceedance

1 1
10 10

2 2
10 10

3 3
10 10

0 0.5 1 1.5 2 2.5 3 3.5 0 0.5 1 1.5 2 2.5 3 3.5


B       !
  B !      
 

 

&  C!BV "  " &!   *  -"-  "! C # ) ,)

$       O O
1  =  =
   +<
$  O  
           +<
O  O O
1  =  

$ ; /?89(  ; /2?( ! ; /299( ! ; /5 ! !&"! @ +
8   3 6  > >
:  >  %  0 1 0 7

       
 



 

) 
  ' 
    
            ' '   &&!      
            '              
 &!

"        &  $ N  BJ'        5&  ' 
J'
 !     &'         5    
JN   !

  /

1                   
  &! "  &' 4 '     +&  '  
        ! "  &    &     
  ,       '  &&          
   / N /7B 14 1'       ,         +&


 ! "  5&   &   ,         ' !!'
J

N 2  /
 
1 !              $ N  B  '   
    & 
     
   
 /$1 N C $ (  $ % $  0) /!1
2 2

D & 8&& /
1       (       3  
   #           ' 3 '   

B
83   4 6  > >
:  >  %  0 1 0  

      ' <M ' . & /3 <M 1! "       $   
         &       <M !       
         & 

     
 $
 /$1 N U /!1
1 1

  1        &  >,! /!B1! A      
&         ,    &   $   ! "
 &  $' !!'        '          >,!
/!1    ' &    5&     ! "  5&
          D & 8&& /
B1' & 


    


 U  U 1 ) /!B1


D & 8&& /
B1   #     . & /3 <M 1      # 
        ' '     '  '     
  ! *  5&      $          
 ! "  &          & &       
'   & 

     
   

 /$1 N  
U ) /!C1
1 F U / U 1 1 G$ 1

=K
  ! /
 1    #        &       
      3           !    
     & 
 %  (
   !
.  
 
  ' 
  $ *
- / $1 N  
(  . 
U. .


/!1
C 71 /  1 1  $
  1   $   
" 

  1        &  >,! /!C1 

 
7  1    
  
 N .
 N . N U  1 ) /! 1
.    1 

 &        '   &         

%  (  
 
. .   $ '
  
  $
 /$1 N  
 . U . . * ) /!1
 
4 7
 >  % 1 0   84

1.5

Probability density function


1

0.5

0
0 0.5 1 1.5 2

&  !V !   * " * "- "  "! C # &!  '!" " *   !

!&"! ( >!-)" ! $?4?+ (


", ,, " $?84+ (
", ,, "

$?92+ (  " P


 $?85+  $   
; ? /? (  
; ? 8? (  
; 4 9/ (  
; / 34(  
; / 938(

! !&"! +

&  !     &     5        6    
$   ! " -        ! A      
              ! "   $    $  
          ! "   /

1   &  
    &    '   D & 8&& /
' 
B1     
  &    !      =K
 /
 1   &     
  ! 8  '                 
&     '          !           !

        &         .    !
: &  + /

B' 

1   .       -   


      &   % ;    =    ' 8  
 &   " ?)$       & ! "   BB
 '           &&       !
    &      '  : &  @# /
C1! 6  
@# /
1     ! "   B0      
&    " ?)$!

&  !     &   /1  : &  @# /


C1   /1  @#
/
1       $      6  . !   
     5    2     '   $     
6    -    &! !! A          /1  - 
  /1      &   ! "   /

1      
   ! " : &  @# /
C1  &       $  
85   4 6  > >
:  >  %  0 1 0  

1.5 1.5
Probability density function

Probability density function


1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2 2.5 3 3.5
   

 

&  !V $+  ,!  # &!  ! *!), " .Q" $?93+ " $ + ) ,! 

# &!  ! .Q" $?9+ .!" " *    !&"! ( >!-)" !

$?4?+  $  
; ? 8?  ! !&"! +

   6  . '   @# /


1     $  
          &     / B2 = B1!

&  !B    2     6  . '  : &  @# /
C1
   @# /
1 ! "   /

1     2   
    .   6  .         !     2
   . N 0)
  / N B)C      6    5   
2! " .&      -    @# /
1     
 '  '  -      &      @# /
1
! "            && .   =    '
     : &   /

1! "     &&  


        '  &      !

+  K
W&5  3    /0001         (  
  D & 8&& /
B1     =K
  ! /
 1  ! "   
 &                   
    '              & 
         ! "     .   .   
(      9 & =  /3     =  ' 00B1! " =K

 ! /
 1   &       D & 8&& /
B1    
     &! !! "        '       
=K
  ! /
 1      +  K
W&5  3    /0001  3   
 =  /00B1!
4 6  >  %  0 1 0   88

0.999999

0.9999
0.999

0.99

Cumulative distribution function


0.9
0.8
0.7
0.6
0.5
0.4
0.3

0.2

0.1

0.05
0.3 0.4 0.5 0.7 1 1.5 2 3
 

&  !BV 1  &!   * &  # &!    ! !&"! @=   ! *!),

" .Q" $?93+=   ! .Q" $?9+= 1   !  " @ ! !&"! 

# )  ; /?9 "  
; 2 3= >!-)" ! $?4?+  $  
; ? 8?  ! !&"! +

) 8
 ' 
     
"        #            ! @ 
/
01       2           
               ! : &  + /

B1
   #            /

1  ! "   
     @# /
1 ! : &  + /

1      


2   ! "         : &  + /

B1   
      " ?)$!         2  
     &    !

D $ N  B   $ N  B              $ N $
 $ N $  ' ! "    2         & 
   
/  /$ $ 1#  $# U $#  / /$ $ 1
# 
  /$ $ 1 N (   /!1
.# /  / 1 .# /  / 1 .#  /  / 1

  /         ' 8/ '      / *( >1
    

O

#
 #  # % % /  
8/  8  N      ) /!
1
/ O

# O  
#

A             5 ! ! 2  : &  + /

1' 
   .        2B     .    
89   4 6  > >
:  >  %  0 1 0  

  !  &  2    . N 2B   / N C'  : &  + /

B1
   !

: &   /

1               && .!


"      B    ! "         
   2   '    .         !
"            !

*        $ $     


 
  
"       = C!           
3          ! "  &     
 &       &  &        !

"                     !  '
 2   ' &  >,! /C!C1'  ! A      . N 2B  
/ N C &    /

1  ! 8  '      '    
   &  &     !  '  & 5 3      '
        !

     2     '        3  
       >,! /C!
1' !!' & 

 +   # , 
!
  $
S /$1 N       (   ) /!01
.

"         2    !

&  !C    2              6  .'  
  .   &      .  /  " !! " .&     
2        '      $  '         
&  .   !

" & 5 3     .    A /

1   & &.


 &   &   ! " & 5 3      
& 
   
/$  0 12 
$0
 /$1 N (  /!1
O/416 2 6
  4        ' 6       0       !
"  &  $' !!'         '   0 N 0! " 
         ( $     &  " ! / *(
3    1!
4 6  >  %  0 1 0   8?

0.999999
0.9999
0.999
0.99

0.9

Cumulative distribution function


0.8
0.7
0.6
0.5
0.4
0.3
0.2

0.1

0.05

0.01

0.005
0.2 0.3 0.4 0.5 0.7 1 1.5 2 3

&  !CV 1  &!   * &  ) # &!   ! ) !&"! @=  ( @

1   !  " # )  ; /49 "  


; 2 3

&  ! /1     &    $            
6  .      2      & 5 3   !
"   /

1     ! " .&      & 5 3
   &             2     
  /

1  '    $! " & 5 3    
&       &       2   '  &
       !

"    (     &! ! /1!          &
  ' !!'        $  & 5 3    & 
      ! 8  '            (
   &   $!

" !V 9    2     & 5 3     
( $      6  !

. F G !0 4 F G 0!C

/ F G B!C  F G !B

6 F G !B
9/   4 6  > >
:  >  %  0 1 0  

2 0
10

1.5
Probability density function

Probability of exceedance
1
10
1

0.5

2
10

0
0 0.5 1 1.5 2 0 0.5 1 1.5 2

 

&  !V $+ ) ,!  ) !&"!  -&! # ) &!   * " * "- "( "

$ + &!   *  -"-  ) # &!  # ) &!! ! ) !&"! = '!"

" *    ( 1   !  " $  ;  /49(   


; 2 3+( ,"! C 7

 !  " $  ; /34(  ; 52(  


;  2+( >!-)" ! $?4?+ 

"  & 5 3         

 
$

 /$1 N  4 /!1
6

        3   & 

3
 4 2 
 /4 E1 N @  ) /!B1
O/41

5
6.& S /$1 N R /E 1 

% N
 /$1   >,! /!1'       >,! /C!1  
     3     & 


   
5  $
S /$1 N    4  ) /!C1
6
5
"         3    ! "    S  & 

  2         
7
 $  $ $
5 
S /$1 N (    4   ) /!1
O/416 6 6 6
4 6  >  %  0 1 0   9

0.5

0.45

0.4

Probability density function


0.35

0.3

0.25

0.2

0.15

0.1

0.05

0
4 3 2 1 0 1 2 3 4
  
&  ! V !   * " * "- "  !"! # ) ,) = .  M
!( .

5
 M ( "! 7 " " * "- "


!
&  !   $                S 
5
S        3     ! " .&    
      &    (    3   ! " $ 
        &'             
3   !          3   '  
 3      &     3   ! 8  '    
  -     $     '         
  &         '      &! ! /1! ; 
           '       ) 
    ! *                
        ' !&!'             & 
& (  & ! "       = !B!

    &    3         !

"                  & 

5
 5


  /$ $ 1 N R S /$ 1 S /$ 1 /! 1

       

5 5
S /$ 1S /$ 1
  /$ $ 1 N $
7   85
  /!1
  5 5

 (  
S /$ 1 U S /$ 1

 85 S5 5
 /$ 1S /$ 1
/  85 1

9   4 6  > >
:  >  %  0 1 0  

2.5 2.5
Nataf gen. Gamma KDE data
Myrhaug 1998 Nataf gen. Gamma
Myrhaug 1993
2 2

1.5 1.5



1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 2.5 0 0.5 1 1.5 2 2.5
 

 

&  !V "! &  ) # " " &!   * " * "- " !-"  ) , "

-"!  " "- ! /( 2/( 4/( 8/( ?/( ?4( ?? " ??? $+ ) 7  -&!

# ) ) *!), "  $??2+ $  ; /88(  ; 3( / ; /3/3+  " ) *!), " 


$??9+ $  ; /49(  ; 2 3( / ; /2?+  $ + ) 7  -&! # ) '!"
" *    )  $ ; /34(  ; 52(  ; 2( 5 ; /24+

  85 5 5
        S /$ 1  S /$ 1! " !     
                 6  . ! "
        5            '  &
        85 !            
      !

&  ! /1               3  ! " : &
 + /

B1 /. N )0' / N C' / N 0)C0C1  : &  + /

1 /. N )0'
/ N B)C' / N 0)B
1          ! " $    


            $  $    3  ! " 

5 5
" !V =      S /$ 1  S /$ 1'        
 5     8/ '  N  B C'    6  !

85 F G 0!B 8/ F G 0!B

85 F G 0! 8/ F G 0!

85 F G 0!0B 8/ F G 0!0


4 6  >  %  0 1 0   92

4 4

3 3

2 2
 

 
1 1



0 0

1 1

2 2

3 3

4 4

    
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4

  

 

&  !V  ! &  ) !"! # &!  M


5 #" $+  "  ( $ +  "  (

-&! # )  -"! &   "! 7 "  !  " $ 5 
; / 24( 5 ; / ( 
 
; / 34(  
; 5 2  
;  2+ !-"  ) , " -"!  " "- ! /( 2/( 4/( 8/( ?/(

?4( ?? " ???

         3     &   $  $ ! " 
3         $      6    &! !
/1! " $          '  &    3  
&  &     !

&  ! /1  /1                  $ 
$ '  $  $ ' ! "                 
3   !   .&             
 3   !

"'  &   3    '           
              3   ! " &
         3'            
(&     !   '   3        
  &         ! 8  '  &      
 (           $          
  !

"        N F ) ) ) G  & 




-5
 
 
/ 1N
 S /$ 1
/7 1   
(
7 


5
S / 1

 7  5

S / 1 /!1
93   4 6  > >
:  >  %  0 1 0  

1.5

 


1



0.5

0
0 0.5 1 1.5 2


&  !
V "  " &- "  ) # &!  , " ) &!  # &!  

7  $  
; / 34(  
; 5 2(  
;  2( 5 ; / 24+= *!), "  $??2+ 

$  ; /88(  ; 3( / 
; / 3/3+= *!), "  $??9+  $  ; /49(  
; 2 3( / 
; / 2?+=

 @ 

       (' 7'  & 


% (
 85    85
& 85    85 )
7 N &&' !!! 
!!
)
!
!!
!
))
*
/!
1

85  

*  ,      (        &     
  ! "  & 

>F  N $ G N $   /$ $ 1 $ /!01

             /$ $ 1         >,!
/B!B1! &  !
      (  >F  N $ G   $    3
    : &  + /

B' 

1  ! "          


 6  .! "  3   &  ,     (  
  $    : &  + /

B' 

1   &   &   


!
4 6  >  %  0 1 0   94

0.5 0.5

0.4
0.4

0.3
0.3





0.2

0.2
0.1

0.1
0

0 0.1
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10

 

&  !0V $+ & -!! " "- "( " $ + & &!  -!! " "- " 
5
M ! !&"!  )   " 
" - $0!I N J+
 


,    
 
    (8: 

"  3              6  .    
  *+/1      = C!B! &  !0     *=  9*=
5
 S ! " *=    ( ( '   9*=   $  ? N !
* $        = C!B! &       P)* N B) 
 N 0!   ;   N B)'           
  &    *+/1   /!!'   &  >,! /C!C11      # 
0)Y &. !

"                 & 
&  & 5 3         ! "      
5
 &       S &  >,! /!C1'       !

8  '           &           
                ! &  !       
          F$E $E G &             
       N /$E U $E 1B! 8  $E N  0)  $E N U 0)! "  3
    : &  + /

B' 

1          ! " 


      )      ! "  3   &  , 
     &   '   : &  + /

1   &   


      !
95   4 6  > >
:  >  %  0 1 0  

0.3

0.2


0.1

0
0 0.5 1 1.5 2


&  !V ) &!   *   # &!    " "  


"! IO O J , " ) ) &!  #

&!  # " )  "!( #)! O ; 


 /  " O ;  
F / 

$ ; $    
/  
F /  /      
F / ++

7 = *!), "  $??2+ = *!), "  $??9+ = 

@ 
42  >  %  0 1 0   %
7 1 0 7 98

) $ ' 


        
 
;'             &   &! " 
                    &  
  &  & (  & ' !&!'   
'        
   ! "  (   #       &    & 
  !

 D & 8&& /
1  #         &  
    &      


$
- / $1 N  (  U ) /!1
71 1

"          $ &   ( 


E     &  

  & 
%    (
 7   E
 $E

' 
E 7 
*
 - /$  = 
E1 N
 
U
 
  
/!1
(/
E1 71  $E @  C$E C $E

   
$
$E N  U ) /!B1
1
     &     >,! /!1'  &       
>,! /!1  /!1   ,    &   $   !

" #        $     D & 8&& /


B1  & 
    
C    

- / $1 N     (  U



/!C1
  $ 1
71  U / U 1 1

           & 

 - /$  = 
E1 N %    (
 7   
E $E
C
' 
E 7 
*
   
U
 
  
/!1
   $E @   C$E C $E
 71  U / U 1
1 $ 

 
 
  

$E NU /! 1
1
     5&      &      & 
  
C  
(/ 1

 N
 
 U   ) /!1

  U / U 1 1  1
99   4 6  > >
:  >  %  0 1 0  

" /

B1    #         &     


     &  &! "   

- / $1 N - /1  - /$ 1 /!1

     = 5 N    &! "  &      
   &  &  &  " /

01 
   
   

- /1 N   U (  %  = 5 /!
1
B   U 
      5&             +&  
 ! "             &   &   (
  3   '  &    &   &   
 &    
 $  5
 - /$ 1 N  (  %  = 5 /!B01
 9
      5&  

   
5 N  U 1 / U 1 1 /!B1
1
9 N  ) /!B1
/ U 1 1


"'  #           >,! /!1 

      
    C

$  5
- / $1 N   U (  U /!BB1
B    U  9

      5&  ! "         &  E
=
    !

&  !     &           6  .      
&  &   &   ' !!'  = '   $      ! "
        D & 8&& /
' 
B1     " /

B1  !
" .        &  &          ! "   
          $'   $     ! " 
  &         ! 8  '       
$    $    !

"      &! !    3      &  & 
     ! &  !B          3   
            '    &  " !B
 N ! " 3    &     !

"'             ! " #       
 E '  
   N F ) ) )  G ' &    &  & (&   
42  >  %  0 1 0   %
7 1 0 7 9?

2.5

Probability density function


2

1.5

0.5

0
0 0.5 1 1.5 2 2.5

&  !V !   * " * "- "  # &!  #)! ) -!!&" ", # ) ,) 

!,! )"   ( (   = '!" " *    (


", ,, " $?84+(

", ,, " $?92+( *" $??2+

&     3   

 

 / = E1 N

/7 1 

7

 
( 


/   1 7   1

 
/
 /!BC1

   N F5  ) ) ) 5


G

          &     
E'
 
% (
9
 = F  
EG  = F  
EG

7 N &&' !!!



!!
!
!!
!
)
)
* /!B1

= F  
EG    9



  = F  
EG N 8 9
9
!

" !BV =        3     
E N '  

 6  . !

    
N !C 0! CC

 
N F!' !
G F0!' 0!G 0!C B 0

  
NB F!' !B' !
G F0!' 0! ' 0! G F0!' 0!0G  
?/   4 6  > >
:  >  %  0 1 0  

2.5

Probability density function


2

1.5

0.5

0
0 0.5 1 1.5 2 2.5

&  !BV !   * " * "- "  # &!  #)! ) -!!&" ", # ) ,)  !,!

)"   ( (   = '!" " *    ( 7 " " * "- " $ ! 
;  3(

" ; /9+

             6  '       
                 &  &   &
  ! "             " !B  N   N B'
'  
             !   '  
   '  
N F8 ) ) ) 8 G '          &!  
 5 &.  &  !C     E '        '

          &         
  ! "       = !C!'      
      !

&  !C             3     >,! /!BC1  N
  N '      $      6  ! " .&   
E

&           !

         3         & 
   '         (' !&!'      ! &  !
/1  /1              $  $ '  $  $ ' ! " .& 
                   3   !

"'                 &  
  &  & (    ' !&!'   '        
3   ! "   3           
         &  &  &'       
     (!
42  >  %  0 1 0   %
7 1 0 7 ?

1.5


1

0.5

KDE data
2D Gauss
0
0 0.5 1 1.5 2


&  !CV "! &  # --  # &! ( , " ) ) -!!&" ", # ) ,)

! !,! )"   (  * ) !  7 " &!   * " * "- " " -&!

# ) '!" " *    !&"!  !-"  ) , " -"!  " "- ! /(

2/( 4/( 8/( ?/( ?4( ?? " ??? $



  
; I 9  ?J
(   ; I/8 /8J ( 
 ; / 34+

2 2

1.5 1.5


1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  !V  ! & #" $+  "  ( " $ +    !-"  ) , " -"!
"

; I9 2 ?J (  


 
 " "- ! /( 2/( 4/( 8/( ?/( ?4( ?? " ??? $
 ; I/8 /5 /5J (

 ; I/98 /4/J +
?   4 6  > >
:  >  %  0 1 0  

0.5 0.5

0.4 0.4

0.3 0.3



0.2 0.2

0.1 0.1

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  ! V ) &!   *   # &!    " "  


"! IO O J , " ) $+ ) &! 

# &!  " $ + ) # &!  # &!  #! " )  
"!( #)! O ; 
 /  "

O ; 
F /  ) -!!&" ", # ) ,) ! !,! )"   
7 "  !  "=   ! !&"! @

$+  ; $O     O O    O          +


$ +  ; $
O    
 
O 
                           +
O O O O

     = !!    3            
 6  .        *+/1  ! "    : $    
 >,! /C!CC1       '              &
 &    &    ! = ,'           & 
                          '
    &        &  &  &!

&  !            &     F$E $E G &  /1 
              /1            
   '      N /$E U $E 1B! *   &  & (
 ! 8  $E N  0)  $E N U 0)! " 3    &  ,   
! "     ,     '        
          *+/1  !


     

"         .      !    
     -       !   0      
        (       !

* $   

+ , -


"      6  .   &  = !C!

   


  
     0     & ,          . '
!!'      B '   ! 8      0! ! "  
             &  " !! "  
   &  &      &    .  &  " !!

&  ! /1            ! =    
     .   &! ! /1'           
,  '   &   $    /)0     )B 1     
 $      . '  N )B !


B
?3   5 
   

14 14

12 12
Spectral density [m2 s/rad]

Spectral density [m2 s/rad]


10 10

8 8

6 6

4 4

2 2

0 0
0 0.5 1 1.5 2 2.5 3 0 0.5 1 1.5 2 2.5 3
Frequency [rad/s] Frequency [rad/s]

 

&  !V $+ &-! "        !  $ + ) &-! " *  @ 

" !V 6      ! +   0  !

: :I:( !

 FG ! !
I !
0 0!0

  FG !B !I!B 0!0B

  FG !
 !
BI
!0B 0!0B

 FG ! !I!B0 0!0

 FG !C !0I!B 0!0

J F IG 0!0 0!0I0!0 0!000C

J F IG 0!000 0!0C


I0!00 0!000B

  FG !B
!BI!CC 0!0

9 FG !
! I! 0!0

8 F G 0! B 0!BI0! 0!00

8 F G B!0B !
IB!0
0!0C

1 F G 0!C0 0!C0CI0!C 0!00

1 F G 0!B 0!I0! 0!00

# F G 0!0B 0!0BCI0!0B 0!00


5     ?4

+ % 
2     
*  9       7            
     
 

0! &  !      7 '   9    


  B $ - Z !    &        
 '  C          6 
    ! "   
 &                &      B    
 '    C
5  & ! "         
 &&     ) '   &  ,   85! *    
           ! "    C '   . 
 -  (!

&  !B           ! "      $
 ,' " N 0)C I! * 7A2*9    $   0 N  
     .&     $ ! " 7A2*9     5  
 ,           . ! "  &      
         -   , -'   -    
   !

" !           ! "    
     ,        6  .  / " !1!
8  '     C    BI       6  .'  
  -   (      ! "      &.
&    $  $  ! *  &            

3     5     ,  /! 1     &! !C! 
     .&    $   !

48
Russia
China
44 Vladivostok

40 Japan Sea
Yura

36 Tokyo
Japan

32
130 134 138 142 146

&  !V &  ) 6&"  )  " &!    2 ' E :!
?5   5 
   

Spectral density [m s/rad]


6

2
4

0
0 0.5 1 1.5 2 2.5 3
Frequency [rad/s]

&  !BV ) &-! " *  @  ! 6&"  $ += 61  &-! # )  ; 

$ !'"+= ' !A"-*  @   


; / 43 !B $+

" !V 6    7  . !

 FG !

  FG !

  FG
!C

 FG !0

 FG !0

J F IG 0!0 

J F IG 0!0C

  FG !CB

9 FG !

8 F G 0!C

8 F G B!

1 F G 0!C0

1 F G 0!0C

# F G 0!0B
5     ?8

10000

8000

Number of observations
6000

4000

2000

0
10 8 6 4 2 0 2 4 6 8 10
Surface elevation [m]

&  !CV  ,!  ) !-  " ! 6&"  )  " " -  7 "  ! 

 " # ) C! " " ! "- A  $8 + 

" !BV 6    0     7  . !

: :I:( !

 FG !
0 !I!B 0!BC

  FG !C !I!0 0!C

  FG
!CC
!I
! 0!

 FG !CB !CIC!


B !0

 FG !C !BI!0 0!B

J F IG 0!0 0!0CI0!0


 0!00

J F IG 0!0C0 0!0CCI0!0C


C 0!00

  FG !CC !I! 0 0!

9 FG !B !I!C 0!0

8 F G 0!0 0!CI0!C
0!0

8 F G B!0 ! IB! 0!

1 F G 0!C
 0!C I0! 0!00

1 F G 0!
C 0!0 I0!
 0!0C

# F G 0!0B 0!0BI0!0C 0!00B


?9   5 
   

   &       '          
0  /!!'     1            ! "
 '    (           
  &  " !B! "                  
    &      !    &.  &   $   
 &  &' &      !     &      
       !

   


  
     0     &  B         & 
 &   . '   ! "    0! !   7A2*9
            .     / &! !B1'   
   .            ! 8  '  
         '   &         
5    ,! A '       &    
             -   ,   '   
         &     ,! "'       .
  .   0! I    &          
  !

"          &  " !C! " &. 
&   $    &     .    " !! "  
             . '   J  J    
.  ! " $       . !

&  ! /1            !      
    &   $  , /0! I  "  0! I1 &   
      .     &! ! /1!
5     ??

10 10

Spectral density [m2 s/rad] 8 8

Spectral density [m2 s/rad]


6 6

4 4

2 2

0 0
0 0.5 1 1.5 2 2.5 3 0 0.5 1 1.5 2 2.5 3
Frequency [rad/s] Frequency [rad/s]

 

&  !V $+ &-! "        !  $ + ) &-! " *  @ 

" !CV 6      ! +   0  !

: :I:( !

 FG !
 ! I!C 0!

  FG !B !I!


0!0C

  FG !
 !I
!00 0!0

 FG C!0 C!0IC!0


0!0

 FG !  0!


I!0 0!0B

J F IG 0!0  0!0 I0!0 C 0!000

J F IG 0!00 0!0I0!0B 0!000

  FG !C !B


I!B 0!0C

9 FG !C !
I!
0!0B

8 F G 0! 0!I0!
0 0!0

8 F G B!0
B!00IB!C 0!0

1 F G 0!CC 0!BI0! 0!00

1 F G 0! 0!I0! 0!00

# F G 0!0B 0!0B I0!0C0 0!00


//   5 
   

+ "     
. / 
 

     (    ;@ =  +   /;@=+ 1  8+ 2& 


  ! :         -     &    
         .    !        
                 &   '   
     &&  ! "'   & -   ! A   
          (    )  -     '
  )     &'  ) & $      &   
!

/         



*  &      ;@=+  &     ! /

1! "   B  


    (    0 ! D &   /61       
/B61    &   &   & $   '  &.  &   
 ! "        &  !B      &  ' 
          V0!      &     
     -     &  $! &  !    (  !

:      -      5%   N 0    N 


'       %    N C    N B '  &
   ! "           /0 '  1!
8  '    /C ' B 1        ! A  &   /61
     ! A       &   (    & 
:  /001!

*      &   &     7A2*9      
 0 N B! " $      N ) '   &.  &  
N

!   '  V00'           N  '  
N
!
"   &         V00! " &  ,   85
  &    00 '   &      0    !

  ! $% !$% "% %

#  #  #  #  # # #


$# 
&  ! V >(    8+ 2& !
5     /

25 25 25 25

Spectral density [m2s/rad] 20 20 20 20

Spectral density [m s/rad]

Spectral density [m s/rad]

Spectral density [m s/rad]


2

2
15 15 15 15

10 10 10 10

5 5 5 5

0 0 0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2
Frequency [rad/s] Frequency [rad/s] Frequency [rad/s] Frequency [rad/s]

   

&  !V ) &-! " * $+ ; 9/ ( $ + ; 89 ( $-+ ; 3 ( $+ ; 2 

&  !         -   ! " $  ,   
   -   ' !!' " N 0)B I! "     ,  ( 
   &    ! "    (   &.  &   
  &  '    .      " !!

*    $               &! !! "  &  
           -   , -'      
 &  ! 8  '  .&           N 0  
  & $   "  0)0CC I'       ! "     & 
    ,         &   N 0     &     N  
  N C ! "      N   (   ,     
   N 0 ! "'     N 0    N     .   0! I
   &   ! " &   &     
/   1!

2.5 2.5 2.5 2.5

2    2    2   2   
Spectral density [m s/rad]

Spectral density [m s/rad]

Spectral density [m2s/rad]

Spectral density [m2s/rad]


2

1.5 1.5 1.5 1.5

1 1 1 1

0.5 0.5 0.5 0.5

0 0 0 0
0 0.05 0.1 0.15 0.2 0.25 0 0.05 0.1 0.15 0.2 0.25 0 0.05 0.1 0.15 0.2 0.25 0 0.05 0.1 0.15 0.2 0.25
Frequency [rad/s] Frequency [rad/s] Frequency [rad/s] Frequency [rad/s]

   

&  !V
# !A"-* &!  &-! " * $+ ; 9/ ( $ + ; 89 ( $-+ ; 3 ( $+

; 2 
/   5 
   

"         -         " !! "
   N 0    N         .    ! A    
  &.  &     &  '   $   
  ! "      (  &.     
'              '    
-      ! "           $ 
$  ! "          $        N C    N B 
   N 0    N  !   5  & '      I0
           5    &!       
$   N C    N B      5     &  I0 
    '                &
  &   &  (! "     &! !
!      
    -     ! A         
  N B '          ,  & /3
N 0)1!
"     $    '       &         
   &  >,! /B!01'   3
J
 > 0)B!  '         
       &      $    ! 6   

" !V 6       !

 N 0   N    N C   N B 

 FG
!0 ! ! !

  FG 0!BC 0!B ! !

  FG 0! 0! 0!B 0!B

 FG !  ! 0 ! !0

 FG ! ! ! !

J F IG 0!0B 0!0B 0!0C 0!0C

J F IG 0!0B 0!0B 0!0C0 0!0CB0

  FG B! B!C !


 !

9 FG ! ! !0 !0B

8 F G 0!0 0!B 0!0 0!C0

8 F G B!0C B! B!C B!0

1 F G 0!C 0!B 0! C 0! 0B

1 F G 0! B 0! 
0!
 0!
B

# F G 0!0C 0!0C 0!0CB 0!0C


5     /2

3 3 3 3

2.5 2.5 2.5 2.5

2 2 2 2

1.5 1.5 1.5 1.5





1 1 1 1

0.5 0.5 0.5 0.5

0 0 0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2
$ $ $ $

   

&  !
V  ! &  ) "! C # &!  " ) -!!&" ", "! C # ) ,)

! )  !!*  $+ ; 9/ ( $ + ; 89 ( $-+ ; 3 ( $+ ; 2 

          N C    N B '         !
8  '    &      $      &    
  / '  &' &    1!

   


  
     0     &  B      ! "  
 0!C !         7 . '       . 
              !

"             " ! ! " &. 
&   $              &  " !'  
      '      &! "     & -      
8  8 '         ,   -       
             &  ! A   
                  &   !
"           -! "'      
    -        N C    N B ' 
            !
/3   5 
   

" ! V 6               !

 N 0   N    N C   N B 
:
! !
 !B !
 FG :I:( ! I
!B ! I
! !0CI!C !
I!B

! 0! 0! 0! 0!


: 0!C 0!C
!
!0C
  FG :I:( 0!0I0!0 0!0I0!

!0I
!C !
CI
!0
! 0!0 0!0 0!0 0!0
: 0! B 0! B 0!B0 0!C
  FG :I:( 0!I0!
0!I0!
0!I0!B 0!0I0!

! 0!0 0!0 0!0 0!0


: !B0 !B !
 B!
 FG :I:( !00I!CC !
CI!B !
IB!0 B!
IB!B
! 0!C 0!C 0!0C 0!0C
: !B !B ! !

 FG :I:( ! CI!0 ! CI!0 ! CI!0 !I!

! 0! 0! 0! 0!


: 0!0B
B 0!0B
B 0!0C
 0!0B0
J F IG :I:( 0!0B
I0!0C0 0!0B
I0!0C0 0!0C
I0!0 0!0BI0!0C
! 0!000 0!000 0!000 0!000
: B!C B! !
C !

  FG :I:( B!BIB!
B!0IB! !CI!

!I!

! 0!0 0!0 0!0 0!0
: !
!C !0 !0
9 FG :I:( !I!BB !I! !0I! !

I!0
! 0!0C 0!0C 0!0C 0!0C
: 0!C 0! 0! B 0!
8 F G :I:( 0!CBI0!0 0!CI0!
 0! I0!
C 0!I0!
B
! 0!0 0!0 0!0 0!0
: B!0 B!0 B!0 B!0

8 F G :I:( !
0IB!B !
IB!B !
0IB!B !
IB!B
! 0!B 0!B 0!B 0!B
: 0!B 0!B 0! 0!0
1 F G :I:( 0!B0I0!B0 0!B0I0!B 0!0I0! 0!C

I0!
! 0!00B 0!00C 0!00C 0!00C
: 0!
C 0!00 0!
C 0!
BB
1 F G :I:( 0! 0I0!0 0! I0! 0!
CI0!
C 0!
BI0!
B
! 0!0B 0!0B 0!00 0!00
: 0!0CB 0!0C 0!0CB 0!0C
# F G :I:( 0!0CI0!0CC 0!0CI0!0CB 0!0CI0!0C 0!0CI0!0C
! 0!00 0!00 0!00 0!00
5 
 % 1 0   7  1 0   7  /4

* 6        


    

+     , -  


"   ,  -   ,        = B!'  
&   -     &! B!! "        
  $&                !

     )   -      '       
       '    ,     -   ,  ! "
    &! !0  !              & 
 6  . '             -  
  &. / = !C1! "     &     
&  !

&  !0                     ! "
           &       &   
      ,  !   .&         ,   
   , &.'       &'    &   &
           &! *   '  -   ,   
   -! "  &          ,  -   ,
     &  ! "'           
 &   &   & !

&  !    -                !
A      -            &! ! /1'   
       ,  -   ,         
  ! "   ,              ,'   
  &    '     &  &. )    $  ,
         ! 8  '  &  ,' " '    
 &         &  &.    !   &
 ,' " B'         5 '        
       ,   ! " -   ,    &
           ,!

"           -   , -    
= !!B!
/5   5 
   

  
12

10
!"
8 ! # $ %&
$ %&
' %&
6
Surface elevation [m]
4

8
0 10 20 30 40 50 60 70
Time [s]

&  !0V  E!" -&""  ) !-  " "      ! 

0.05

  
0.04 !"
$ %&
Spectral density [m2 s/rad]

0.03 ' %&

0.02

0.01

0
0 0.5 1 1.5 2 2.5 3 3.5 4
Frequency [rad/s]

&  !V  E!" -&""  ) &-! " * "      !  $  
; / 45 !B+
5 
 % 1 0   7  1 0   7  /8

0 0
10 10

   /.1    /1

 & /.1 U  & /1

   /1  ! /


Probability of exceedance

Probability of exceedance
1 1 1
10 U  & /1
10  ! / 1

2 2
10 10

3 3
10 10

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


       

 

&  !V !, "  !  "= * ,)  !  "( " -" !! (

-" !! ' ( %!!  (  %!!  2 )  "  ) ! ,)

"   ) * ,)  !  " -!!&"  ) -! ) ,) " !,) &)( !&- *

&  !     &        &   &     
   (!  /1  .          ' 
          !  /1    &     
                    ,
     '            , ! >
         0       $   
  0  !

"    .                &!
B!
/1  B!!  &! ! /1           &   
 . !  &        &   
 . ! "    +&      (   
 '      &     ! "    & 
    . '   (      &  ,   
 !

"   &! ! /1      -   &     
 ,     &        & -   ,
  ! "               &! !0' !!'
 & -   ,            ! " 
   ,        +&   '   
/9   5 
   

0 0
10 10

   /1    /1

U  & /1 U  & /1


Probability of exceedance

Probability of exceedance
1 1
10 10

2 2
10 10

3 3
10 10

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


       

 

&  !BV !, "  !  "= * ,)  !  "( " -" !! (

-" !! ' ( %!!  (  %!!  2 )  "  ) ! ,)

"   ) * ,)  !  " -!!&"  ) -! ) ,) " !,) &)( !&- * $+

"  !   " # ) -"@"- "! $ +  ! ) "     "

             $  ! A     
(         -   ,      .
 ' !!'      ( '      / &! B!1!

"            &! !B! "     0  
 
     &! !B /1! = .   &  L F G '       
0    '       ! &  !B /1      
   !

&  !C           '  ' & '  ' ' '
        (! 8          . 
     '  ' ' ! "        
 &! ! /1'  &      &   ! A '         
        $     (     !    
 .&       (           
 &   '  ' !     ) > ' ' > )0'     , 
  &   '  '     ! "  & '    ' 
  +&      (     ! "  
&       . '  &             
 &    &   '  ' !
5 
 % 1 0   7  1 0   7  /?

0 0
10 10


 



 

 
  

Probability of exceedance

Probability of exceedance
1 1
10    10   

2 2
10 10

 N
  N 

 
3 3
10 N 0B 10 N 

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


' ' /)00 > ' ' > )1 ' ' /) > ' ' > )01

0 0
10 10


 



 

 
  

Probability of exceedance

Probability of exceedance

1 1
10    10   

2 2
10 10

 N C B  N 

 
3 3
10 N B 10 N B

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


' ' /)0 > ' ' > )1 ' ' /) > ' ' > )001

&  !CV "  "  !  "= * ,)  !  "( " -" !! (

-" !! ' ( %!!  (  %!!  2 )  "  ) ! ,)

"   ) * ,)  !  " -!!&"  ) -! ) ,) " !,) &)( !&- *
/   5 
   

+     %  -  


"           .    7      
" !! =         6  .   " B!' B!
 B!B    /
J 1   & '      & -      

      ! "    & -   &  - 
 ,     &    ,  ! "    (   
    '     -   (    & ! *    
 '           ' !  %  
   ! "   
  &'           6  . '   %  B ! !
"     &   ! 8  '        ,
 !

&  !     &    .      & $   
 /1     &  /1    & '       
     +&   '      $     (
    ! "          /1      
   -          ! 8  '     
    (  &! ! '    -     ! "   
 $     (      &        ! "
 &      &   ' '           
  ' !

&  !       (      &     &
!  /1  .          '   /1   
/    1           , !      &
   &  .         (      (
   &    &'             $  ! "
 -     6  . '              
    ! *   '      -     
  $     (     &     &! !! "   

" !V =    7  . !

F G 0!0 8 F G 0!  F G 0!C

 F G 0!C 8 F G 0!C  F G 0!

 F G 0!0
 /
J 1 F G !0C /
J 1 F G 0!B

! F G 0!0C
B % F G 0!0C %$ F G 0!CC

.$ F G 0!B /$ F G !


B %$ F G 0!CC

.$ F G 0!B0 /$ F G !


0
5 
 % 1 0   7  1 0   7  

1 1

0.9 0.9

0.8 0.8
Probability density function

Probability density function


0.7 0.7

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4
   $

 

&  !V !, " &!   * " * "- " " ) ,!  ) @  $+ # -!

) ,) $ + # !,) &)=  '!" " *  ( * ,)  !  "( "

-" !! ( -" !! ' 

   -   &   , -   .    
-   (         '       
  (  ! "      -      '  
  +&      (     ! " -  
      (       &      &!
!! "   &     .           '  '
/' ' 1!    6  '           &
  &   ' ! A   '          & 
  &   ' '      6  ! "     &  
       !             
      '     (!

&  !          (! A        
      &   &       &   '
 '     00! "          &! ! /1'  &
    ! "     $     (      &   
   '           &   '  ! "  
        &         ! A   
           (          '
     &     +&      (
    !

"    (      &         
 *( 8!'            6  . !
   5 
   

0 0
10 10

   /.1    /1

 & /.1 U  & /1

   /1  ! /


Probability of exceedance

Probability of exceedance
1 1 1
10 U  & /1
10  ! / 1

2 2
10 10

3 3
10 10

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


       

 

&  ! V !, "  !  "= * ,)  !  "( " -" !! (

-" !! ' ( %!!  (  %!!  2 )  "  ) ! ,)

"   ) * ,)  !  " -!!&"  ) -! ) ,) " !,) &)( !&- *

0 0
10 10

   /.1    /.1


 & /.1  & /.1
   /1    /1
Probability of exceedance

Probability of exceedance

1 1
10 U  & /1 10 U  & /1

2 2
10 10

     
10
3
  ) 10
3
  

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


           (    (       (

&  !V "  "  !  "= * ,)  !  "( " -" !! (

-" !! ' ( %!!   )  "  ) ! ,) "   ) * ,)

 !  " -!!&"  ) -! ) ,) " !,) &)( !&- *
5 
 % 1 0   7  1 0   7  2

+         


"                 8+ 2&   
   " !! A              &  
        ! "      '   - 
       &  ! "   & 
-   , -               
 ! A       &.    %   &  !

&  !    -                
  -   ! A '            
  &! !' !!'    ,              ,'
  -   ,     &           ,!
      .&          -       
 &  ! >         -   ,   
  &.    N 0    N B ! "       &
   -'             !

" !V =       !

 N 0   N    N C   N B 

F G 0!0 0!0
 0!C 0!

 F G 0!C 0! 0!C 0!0C

J 1
 / F G !0
!0B !0
 !B0B

/
J 1 F G 0!
 0!00 0!BC 0!C

 F G 0!0 0!0 0!0 0!0CB

8 F G 0!CC 0!CB 0!CB 0!C


0

8 F G 0!B
0!B
 0!CC 0!C0

 F G 0!C 0!C
0!C 0!

 F G 0!C 0!B

0!0 0!C0

! F G 0!00C 0!0C
 0!0C
0 0!0CB

% F G 0!0CC 0!0 0!0C 0!CC

.$ F G 0!B0 0!B


0!B 0!BB

/$ F G !
 !
 !
 !


%$ F G 0!C 0!C 0!C 0!C


3   5 
   

0.4 0.4

 N 0   N  

0.3   0.3  


Spectral density [m2s/rad]

Spectral density [m s/rad]


 

2
 

0.2    ,! 0.2    ,!

-   ,! -   ,!

0.1 0.1

0 0
0 0.5 1 1.5 2 2.5 3 0 0.5 1 1.5 2 2.5 3
Frequency [rad/s] Frequency [rad/s]

 

0.4 0.4

 N C   N B 

0.3   0.3  


Spectral density [m2s/rad]

Spectral density [m s/rad]

 
2

 

0.2    ,! 0.2    ,!

-   ,! -   ,!

0.1 0.1

0 0
0 0.5 1 1.5 2 2.5 3 0 0.5 1 1.5 2 2.5 3
Frequency [rad/s] Frequency [rad/s]

 

&  !V  E!" -&""  ) &-! " * "      !  $+ ; 9/ =

$ + ; 89 = $-+ ; 3 = $+ ; 2 
5 
 % 1 0   7  1 0   7  4

&  !
    &        &   &    
    (! "              
-   ! "              '  +&
      6  ! " &          '
      &    6     !       .& 
      '          $  ' (   
     &  ! "         &  
 '         &          $  
  N 0    N  ! 8  '               
  $     N C    N B ! "   &  &   
     $     (     !

"       &          ! "
       '   &       & ! "
         (         6
 !

A                     5   '
      $       &!

&  !0    -           ,
   -   !      &        ,
  '       &    &        & 
  ! "   &  &        )   -   
    = !!! " -      &  ! A ' 
   ,             $  !

&  !  !           '  ' & '  ' ' 
'         (! A          
'  '  
    &  &       &  
  00!                &   ! A 
    &        &        
     6  !    &      $  . 
  !

"    (      &         
 *( 8!'            6  .   
7  . !
5   5 
   

0 0
10 10
     
   /(1    /(1
 & /(1  & /(1
   /1    /1
Probability of exceedance

Probability of exceedance
1 1
10 U  & /1
10 U  & /1

2 2
10 10

3 3
10 10

1 1.5 2 2.5 3 3.5 1 1.5 2 2.5 3 3.5


       

 

0 0
10 10
    
   /(1    /(1
 & /(1  & /(1
   /1    /1
Probability of exceedance

Probability of exceedance

1 1
10 U  & /1
10 U  & /1

2 2
10 10

3 3
10 10

1 1.5 2 2.5 3 3.5 1 1.5 2 2.5 3 3.5


       

 

&  !
V !, "  !  "   !!*  -&! # )    * ,)

 !  "( " -" !! ( -" !! ' ( %!!  

)  "  ) ! ,) "   ) * ,)  !  " -!!&"  ) -! ) ,) " !,)

&)( !&- * $+ ; 9/ = $ + ; 89 = $-+ ; 3 = $+ ; 2 


5 
 % 1 0   7  1 0   7  8

0 0
10 10
     
   /1    /1

U  & /1 U  & /1

 ! /  ! /
Probability of exceedance

Probability of exceedance
1 1 1 1
10  ! / 1
10  ! / 1

2 2
10 10

3 3
10 10

1 1.5 2 2.5 3 3.5 1 1.5 2 2.5 3 3.5


       

 

0 0
10 10
    
   /1    /1

U  & /1 U  & /1

 ! /  ! /
Probability of exceedance

Probability of exceedance

1 1 1 1
10  ! / 1
10  ! / 1

2 2
10 10

3 3
10 10

1 1.5 2 2.5 3 3.5 1 1.5 2 2.5 3 3.5


       

 

&  !0V !, "  !  "  )    -&! # ) )    !A"-*

 * ,)  !  "( " -" !! ( -" !! ' (

%!!   )  "  ) ! ,) "   ) * ,)  !  " -!!&"  )

-! ) ,) " !,) &)( !&- * $+ ; 9/ = $ + ; 89 = $-+ ; 3 = $+ ; 2 
9   5 
   

0 0
10 10
 N 0   N 0 


 



 

Probability of exceedance

Probability of exceedance
1  
 1  

10 10
     

2 2
10 10

 N B  N 0

 
3 3
10 N  10 N 

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


' ' /)00 > ' ' > )1 ' ' /) > ' ' > )01



0 0
10 10
 N    N  


 



 

Probability of exceedance

Probability of exceedance

1  
 1  

10 10
     

2 2
10 10

 N B  N 

 
3 3
10 N C 10 N 00

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


' ' /)00 > ' ' > )1 ' ' /) > ' ' > )01



&  !V "  "  !  "= * ,)  !  "( -" !! ( -"

!! ' ( %!!   )  "  ) ! ,) "   ) * ,)  !  "

-!!&"  ) -! ) ,) " !,) &)( !&- * $+ ; 9/  $ + ; 89 
5 
 % 1 0   7  1 0   7  ?

0 0
10 10
 N C   N C 


 



 

Probability of exceedance

Probability of exceedance
1  
 1  

10 10
     

2 2
10 10

 N   N 

 
3 3
10 N B 10 N 0

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


' ' /)00 > ' ' > )1 ' ' /) > ' ' > )01



0 0
10 10
 N B   N B 


 



 

Probability of exceedance

Probability of exceedance

1  
 1  

10 10
     

2 2
10 10

 N C  N


 
3 3
10 N  10 N B

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


' ' /)00 > ' ' > )1 ' ' /) > ' ' > )01



&  !V "  "  !  "= * ,)  !  "( -" !! ( -"

!! ' ( %!!   )  "  ) ! ,) "   ) * ,)  !  "

-!!&"  ) -! ) ,) " !,) &)( !&- * $+ ; 3  $ + ; 2 
/   5 
   

* 6      

+ /$      , -  


"     &    6  .         
        = C!!           
       ! "           
6  .     5  " !
! "        & 
" C!!

&  !B /1     &       5  &     
   (! "   &     . '    &
   / 1  &     . ! "        
        '           4 /
1
    &   !

     -             &
    &'        & (& 
      &! !B /1! "   &       . ' 
            !  &     4 /
1  
 &     !   .&          (
  &       &   '     (! "
      & (& !&!   5 &.  &
/       1    & F0!0
' 0!BG' &    
  '     &    & (&     
  F0!0' 0!0G!

" !
V =    6  . !

  FG C! . F G 0!


8 F G 0! 
/ F G !0B

8 F G 0!C  F G 0!CB
52 
 % 1 0 7 

0 0
10 10
Nataf Nataf
Rayleigh Rayleigh
Nss 1985 Nss 1985
Probability of exceedance

Probability of exceedance
1 1
10 10

2 2
10 10

  /.1   /.1


  /1   /1
3 3
10 10

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


 

 

&  !BV $+ !   *  -"- ! " "   # $$   ++= $ + !   * 

-"- ! # --  # $$      ++ ) "! C  ," @-" # ) ,) 

3  " - * ) ! -   "

&  !C            &         (!
8        .        ! A    
&     . '   /1      . ! "    &
 &        (   &     /1! "     
-       !  /1  /1  +&    &  
           4 /
1  '   /1  /1   
 !
   5 
   

0 0
10 10

  /.1   /.1


  /1   /1

  *)   )
Probability of exceedance

Probability of exceedance
1 1
10 10

2 2
10 10

Nataf Nataf
3 3
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985
0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5
               

 

0 0
10 10

  /.1   /.1


  /1   /1

  )  
Probability of exceedance

Probability of exceedance

1 1
10 10

2 2
10 10

Nataf Nataf
3 3
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985
0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5
      !  !     

 

&  !CV "  "  !  "   , "  


52 
 % 1 0 7 2

+ /$      %  -  


"     .     7    &  " !0! =  
      6  . '          '  
      ,  ! "           
&' 8! ' 8!  8! '         6  . ' !!' 
     &   !

&  ! /1     &     &   $      
         +&   '  4 /
1   
   '     &         2   !
"       +&      4 /
1  !  &
   / )1         4 /
1   &     '
  +&         &!

&  ! /1     &           (! " .
         '  +&   '  4 /
1  
    ! "   &     . '     
      4 /
1  !

*  &        &     &! ! /1! "      
    3     ! " .&      &
     & $   '     &      (
 3! "      (           
 &    '      &! ! /1! "            
  3   ! "           & 
    ,         3   ! "'   &! !
/1  /1          '      $    
   !

" !0V =    7  . !

  FG C! . F G 0!

8 F G 0! B0 / F G !0

8 F G 0!B 8! F G 0!


C

 F G 0!BCB 8! F G 0!0

8! F G 0!0
3   5 
   

1 0
10
Kernel density estimate
Nataf
Nataf
0.9 Rayleigh
Rayleigh
Nss 1985 Nss 1985
0.8 Histogram of data

Probability of exceedance
Probability density function

0.7 1
10
0.6

0.5

2
0.4 10

0.3

0.2   /.1


  /1
3
0.1 10

0
0 0.5 1 1.5 2 2.5 3 3.5 4 0.5 1 1.5 2 2.5 3 3.5
 

 

&  !V $+ !, " &!   * " * "- "  ) "! C # ) ,) $ + !, "

 !  " " !  &!   *  -"-

0.5 4

0.45
3
0.4
2
Probability density function

0.35
   

1
0.3

0.25 0

0.2
1
0.15
2
0.1
3
0.05

0 4

  
4 3 2 1 0 1 2 3 4
 
4 3 2 1 0 1 2 3 4


 

&  ! V $+  ,!  ) !"! # ) ,)  )    "  ) "!

7 " &!   * " * "- " $ +  ! &  ) !"! # ) ,) #"  "

 -&! # )  -"! &   "! 7 "  !  "


52 
 % 1 0 7 4

0.5 0.5

0.4
0.4

0.3
0.3





0.2

0.2
0.1

0.1
0

0 0.1
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10

 

&  !V $+ & -!! " "- "( " $ + & &!  -!! " "- " 
 
) !"! # ) ,) )   " 
" - $0!I N J+ 

&  !     *= /1  9*= /1       &!  
*=    ( ( '   9*=   $  ? N '   
     *+/1  ! * $     N B     = C!B!
   N '        $       P)* N )!
 ;   N )'             


&    *+/1   /!!'   &  >,! /C!C11      #  C!CY
&. !

&  !            &         (!
A              &      &
       00! "   &     . ! "   
&  &       ! 2  4 /
1   &    
  /1'  &       /1! " +&    &   
     /1  /1!

"    (     & &      &    
*( 8!'            6  . !
5   5 
   

0 0
10 10

  /.1   /.1


  /1   /1

  *   (
Probability of exceedance

Probability of exceedance
1 1
10 10

2 2
10 10

Nataf Nataf
3 3
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985
0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5
               

 

&  !V "  "  !  "   , "  " !  &!   *  -"-
52 
 % 1 0 7 8

+ /$          


"                 &  " !!
"         &        6  .    7
 . ! "    8     &  &! "      
 , ! A         &   & &   & -'
    '    !

&  !
    &     &   $      
    '  4 /
1     +&      - 
 ! "    &        N 0   N  '  
-       !  N C    N B   .&      
   &       &! "         
$      &   &             &
  &  ('     = !!B     &!
!
! " . 2   '      '   & $  
&        ! "   )      
       &!

"  &            (      &! !B0! "
            '    '  4 /
1  
  +&      -   ! "   &  ,
       (   &      N B '      
    ! "           &'         . 
   & &  &     !

" !V =       !

 N 0   N    N C   N B 

  FG !CB ! !C !C

8 F G 0!0 0!0 0! 0!C

8 F G 0!BB 0! 0! 0!


B

 F G 0! 0 0!CB 0! 00 0! 

. F G !000 0!
 0!
C 0!


/ F G !0  !
 ! !

8! F G 0!C 0!CC 0!BB 0!

8! F G 0!0C 0! 0! 0!

8! F G 0!0 B 0!0C 0!0  0!0 


9   5 
   

1 1
Kernel density estimate Kernel density estimate
0.9 Nataf 0.9 Nataf
Rayleigh Rayleigh
Nss 1985 Nss 1985
0.8 Histogram of data 0.8 Histogram of data
Probability density function

Probability density function


0.7 0.7

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4
 

 

1 1
Kernel density estimate Kernel density estimate
0.9 Nataf 0.9 Nataf
Rayleigh Rayleigh
Nss 1985 Nss 1985
0.8 Histogram of data 0.8 Histogram of data
Probability density function

Probability density function

0.7 0.7

0.6 0.6

0.5 0.5

0.4 0.4

0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4
 

 

&  !
V !, " &!   * " * "- "  ) "! C # ) ,) $+ ; 9/ ( $ +

; 89 ( $-+ ; 3  $+ ; 2 
52 
 % 1 0 7 ?

0 0
10 10
Nataf Nataf
Rayleigh Rayleigh
Nss 1985 Nss 1985
Probability of exceedance

Probability of exceedance
1 1
10 10

2 2
10 10
     
  /1   /1
  /1   /1
3 3
10 10

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


 

 

0 0
10 10
Nataf Nataf
Rayleigh Rayleigh
Nss 1985
Nss 1985
Probability of exceedance

Probability of exceedance

1 1
10 10

2 2
10 10
    
  /1   /1
  /1   /1
3 3
10 10

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5


 

 

&  !B0V !, "  !  "  ) # ) ,) " !  &!   *  -"-
2/   5 
   

0.5 0.5 0.5 0.5

0.4 0.4 0.4 0.4

Probability density function


Probability density function

Probability density function

Probability density function


0.3 0.3 0.3 0.3

0.2 0.2 0.2 0.2

0.1 0.1 0.1 0.1

0 0 0 0

&  &  &  & 


4 2 0 2 4 4 2 0 2 4 4 2 0 2 4 4 2 0 2 4

   

&  !BV  ,!  ) !"! # ) ,) $+ ; 9/ ( $ + ; 89 ( $-+ ; 3 (

$+ ; 2  )    "  ) "! 7 " &!   * " * "- "

&  !B     &        &   -   !
"           3     !  N 0
   N          3   ! "    
 &      N C    N B '     &      
 ( 3!

*           &        &! !B   - 
                3   ! "  
        & &          N C    N B ' 
   .&           $        !

4 4 4 4

3 3 3 3

2 2 2 2
&  

&  

&  
&  


1 1 1 1

0 0 0 0

1 1 1 1

2 2 2 2

3 3 3 3

4 4 4 4
&   &   &   &  
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4
   

   

&  !BV  ! &  ) !"! # ) ,) #"  "  -&! # )  -"!
&  ) "! 7 "  !  " $+ ; 9/ ( $ + ; 89 ( $-+ ; 3 ( $+ ; 2 
52 
 % 1 0 7 2

0.6 0.6 0.6 0.6

0.5 0.5

0.4 0.4

0.4 0.4

'??

'??
'?

'?
0.3 0.2 0.3 0.2

0.2 0.2

0 0

0.1 0.1

0 0.2 0 0.2
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
   

 

0.6 0.6 0.6 0.6

0.5 0.5

0.4 0.4

0.4 0.4
'??

'??
'?

'?
0.3 0.2 0.3 0.2

0.2 0.2

0 0
0.1 0.1

0 0.2 0 0.2
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
   

 

&  !BBV & -!! " "- " N " & &!  -!! " "- " N  $+ 
; 9/ ( $ + ; 89 ( $-+ ; 3  " $+ ; 2 (  ) !"! # ) ,) ) 
 
 " " - $0!I N J+  

&  !BB     *=  9*=       &   - 
 ! " *=    ( ( !  N 0    N  
 9*=   $  ? N '    N C    N B   9*=    
$  ? N ! "        *+/1     N 0    N  '
        N C    N B !
2   5 
   

"     $         " !! "    
  &       *+/1   /       
&  >,! /C!C11      #   & &. !      
$     &! !BB /1    &     *+/1    N B
!

&  !BC  !B            &        
(! "    &     ) >  > )0  , '  
.&         ! "   &         
! "  &         $       .    !
8  '          &   N C    N B ! "
    . 2    & $   &' &   &   
  ! "        )   &  !

"    (     & &      &    
*( 8!'            6  .   
7  . !

" !V D$     N B       &      
!

 N 0   N    N C   N B 

 B B
BCB BB

  P)* !C B!BC ! 


!BC

&.  
!Y !Y !Y 0Y
52 
 % 1 0 7 22

0 0
10 10

     
  /1   /1
  /1   /1
Probability of exceedance

Probability of exceedance
1 1
10 10
  ()  *

2 2
10 10

3
Nataf 3
Nataf
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5

               

 

0 0
10 10

     
  /1   /1
  /1   /1
Probability of exceedance

Probability of exceedance

1 1
10 10
  (   )

2 2
10 10

3
Nataf 3
Nataf
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5

               

 

&  !BCV "  "  !  "   , "  " !  &!   *  -"- $+  $ +

; 9/ ( $-+  $+ ; 89 
23   5 
   

0 0
10 10

   
  /1   /1
  /1   /1
Probability of exceedance

Probability of exceedance
1 1
10 10
  ((   )

2 2
10 10

3
Nataf 3
Nataf
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5

               

 

0 0
10 10

     
  /1   /1
  /1   /1
Probability of exceedance

Probability of exceedance

1 1
10 10
  (*   *

2 2
10 10

3
Nataf 3
Nataf
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985

0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5

               

 

&  !BV "  "  !  "   , "  " !  &!   *  -"- $+  $ +

; 3 ( $-+  $+ ; 2 
53 
 % 1 0   24

* 6      

+ /$       , -  


"         6  .       = !   
               ! " !B  5
              6  . !

&  !B    $      .    0    !
"           /

1     & 5 3
  !   .&               
. !

"              F$E $E G &         
          &! !B /1      N /$E U $E 1B! 8 
$E N  0)  $E N U 0)! "              : &
 + /

B' 

1  ! "      '   &    
  . ! "      )     '     
    $    0)! 2        &    
  &   '  : &  + /

1   &       


  !

&  !B /1          ! "     0  
 
       .   &  L F+ G '   +      0  
 ! "  .         .   '      !

" !BV =    6  . !

2 FG
!
4 F G 0!C

 FG !0  F G !B

. F G ! 0 6 F G !B

. F G 0! 85 F G 0!B

  FG
!0
85 F G 0!
25   5 
   

1.5

Probability density function


1

0.5

0
0 0.5 1 1.5 2

&  !B V !, " &!   * " * "- "  ) "! C # &!  . =

.   "= >!-)" ! $?4?+ = ,"! C 7  !  "

0.3 0.3

0.2 0.2


0.1 0.1

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  !BV ) &!   * )  # &!   " "  


"! IO O J , " ) ) &!  #

&!  # " )  "!( #)! O ;  


 /  " O ;  
F /   = *!),

"  $??2+ = *!), "  $??9+ =  @ =     $+ 

" "     " $ +   " "- ", -"@"- "!

$ ; $    
/  F /      
 /  
F / ++
53 
 % 1 0   28

,    
 
    
1      
&  !B /1                 F$E $E G  5 0! &
              '  &      &
 & (  ! "         N /$E U $E 1B! " 
     &  &    . ! "    &  &  
     ! &  !B /1          '   
 
 .     &  L F+ G '   +      0    !
"  .      &              &! !B /1!
"                 &  
  &  &'    = !B!

"               F$E $E G  5 0! &      
          '  &       &  &
(       &! !B
/1! "    ,      &!
!B'                   *+/1  
   = !B! "  .           /1!

0.5 0.5

0.4 0.4

0.3 0.3


0.2 0.2

0.1 0.1

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  !BV ) &!   * )  # &!   " "  


"! IO O J , " ) ) &!  #

&!  # " )  "!( #)! O ;   


 /  " O ; 
F/ ( " , " ) ) # -!!&" ",

# ) ,) -    =  @ =    

$+  " "     " $ +   " "- ", -"@"- "!

$ ; $    
/  F /      
/  F/         ++
29   5 
   

0.5 0.5

0.4 0.4

0.3 0.3



0.2 0.2

0.1 0.1

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  !B
V ) &!   * )  # &!   " "  
"! IO O J , " ) ) # &! 

# &!  #! " )  "!( #)! O ;   


 /  " O ; 
F / ( " , " ) ) )!

-!!&" ", # ) ,) -     =  @ =    

$+  " "     " $ +   " "- ", -"@"- "!

1      

    '                 & (


&  &.  &! "        6  . 
   &                  & 
& (&       " !C! =       " !B'  
   &  & (   '  -         3
    '        &.! "'      
 '               '   &    
'     = !B! 2   &        
&  & (&  '       6  . '     
  '    0  !

&  !C0 /1                 F$E $E G  5 0! &
               '  &      &
 & (  ! "      &  &      
 ! "  .           /1! "  .  
   .      '      & -    . 
      &   !
53 
 % 1 0   2?

0.6 0.6

0.5 0.5

0.4 0.4



0.3 0.3

0.2 0.2

0.1 0.1

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  !C0V ) &!   * )  # &!   " "  


"! IO O J , " ) ) &!  #

&!  # " )  "!( #)! O ;   


 /  " O ; F/( " , " ) ) # -!!&" ",

# ) ,) - ) "! C    ( 3


$ ; $    
/  F /    /    F /   3   3++

 =  @ =    

$+  " "     " $ +   " "- ", -"@"- "!

" !CV =        3     
E N )C

/ 5    1'    6  . !

    
N ! 0! 


 
N F!0' !BG F0!C' 0!
G 0! 

NB F!0C' ! ' !G


 F0!C' 0!B
' 0!0G
 F0!B ' 0!
G
 0
3/   5 
   

+ /$       %  -  


"         7  .       " !! = 
        6  .           ! "
     & 5 3     & '       
  $     !

&  !C     &     5        .    $ 
 ! "   /

1  '  D & 8&& /
' 
B1   
 =K
 /
 1          ! "        
   6  .   &! !! " .       
6  . '    7            $  
$  0) ! &  !C    & 5 3         
    ! "    &  ,    '     $ 
   &             ! 8  '     
           $!

&  !C /1     &               & $
          3     ! "
      7  .          6  .
        &   !

*               $  $     &! !C /1
              3   ! " .&     
                 3   !

&  !C  !C              &    '
        &    (&  ! "        '
              !

" !V =    7  . !

2 FG 0! 4 F G 0!C

 FG !B  F G !


. F G !B 6 F G !B


. F G 0!
 85 F G 0!

  FG
!C 85 F G 0!0
C
53 
 % 1 0   3

1.5

Probability density function


1

0.5

0
0 0.5 1 1.5 2

&  !CV !   * " * "- "  ) "! C # &!  7"! C 7

 !  "= . 6&"  = >!-)" ! $?4?+ =
", ,, " $?84+

= F
", ,, " $?92+ =  " P
 $?85+ 

0.5 4

0.45
3
0.4
2
Probability density function

0.35
 

1


0.3

0.25 0

0.2
1
0.15
2
0.1
3
0.05

0 4

 
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4


 

&  !CV $+  ,!  !"! # &!  @  "! 7 " &!   *

" * "- "= .  ) !"! # &!   $ +  ! &  ) !"!

# &!  #"  "  -&! # )  -"! &  ) "! 7 "  !  "
3   5 
   

0.5 0.5

0.4
0.4

0.3
0.3





0.2

0.2
0.1

0.1
0

0 0.1
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10

 

&  !CBV $+ & -!! " "- "( " $ + & &!  -!! " "- " 
5 ! 6&"   )   " " - $0!IN J+  
M
 

&  !CB     *= /1  9*= /1           
 7  . ! " *=    ( (    9*= 
 $  ? N '         *+/1  ! * $  
  N B    N '        $   
   P)* N ) !   ;   N ) '        
     &    *+/1        #  CB!Y &.
!

"              F$E $E G  5 0! &     
              &! !CC /1      N /$E U $E 1B!
" .       $'        $!
            '          
&       : &  + /

B' 

1  ! &  !CC /1  


 
       '     .     &  L F+ G '
  +      0    !

"    (        &            
*( 8!B!'            6  . !
53 
 % 1 0   32

0.3 0.3

0.2 0.2


0.1
 0.1

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  !CCV ) &!   * )  # &!   " "  


"! IO O J , " ) ) &!  #

&!  # " )  "!( #)! O ;  


 /  " O ;  
F /   = *!),

"  $??2+ = *!), "  $??9+ =  @ =     $+ 

" "     " $ +   " "- ", -"@"- "!

$ ; $    
/  F /      
 /  
F / ++
33   5 
   

,    
 
    
" !          3        
  &   & (&   ! "         
     .  ,        &   
! "'   &     ,    &      
     &  & (   !     &      
    ! 8  ' .  (          
&! " (        ,    -  
 !

&  !C     &      & $         
     &  &    &    ! &  !C /1    .  
   $ '  /1         $ ! "        
D & 8&& /
' 
B1  '  " /

B1     3  


  ! "       &       3   !
" " /

B1    &     '      $ ' 
 D & 8&& /
' 
B1             $! " $  
   &   $ )       &        & 
& (&       , / *( 8!B!1!    '     &
)   &  & !

*           $  $   .      &! !C /1   
           3   ! "       '
                3   ! 
         '           &!
!C /1! 8                   
3   !

" ! V =        3     
E N '  

 7  . !

    
N ! 0! 

 
N F!' !
G F0! ' 0!G 0!0


  
NB F!
' !C' !G F0! ' 0!C' 0!G F0!C' 0!0G C

53 
 % 1 0   34

3 3

2.5 2.5
Probability density function

Probability density function


2 2

1.5 1.5

1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 2.5 0 0.5 1 1.5 2 2.5
 

 

&  !CV !   * " * "- "  # &!  #)! ) -!!&" ", # ) ,) 

!,! )"   ( (  = . 6&"  = *" $??2+ =
", ,, "

$?92+ =
", ,, " $?84+ =  7 " " * "- "

2 2

1.5 1.5


1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  !C V  ! & #"  "  -&! # )  -"! &  ) !  7 "

 !  " $+ 6&"  ( $ +   


35   5 
   

0.5 0.5

0.4 0.4

0.3 0.3



0.2 0.2

0.1 0.1

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  !CV ) &!   * )  # &!   " "  


"! IO O J , " ) ) &!  #

&!  # " )  "!( #)! O ;  


 /  " O ;  
F/ ( " , " ) ) # -!!&" ",

# ) ,) -     =  @ =     $+  " " 

   " $ +   " "- ", -"@"- "!

$ ; $    
/  F /      
 /  F/           ++

&  !C /1                 F$E $E G  5 0! &
              '  &      &
 & (  ! "         N /$E U $E 1B! " .   
 & $    ! 8  '     &       
 .  &      ! "     &  &  
     ! "  .           /1! "
    ,  &'      .        !

&  !C /1                  F$E $E G  5 0!
&                 '  &    
  &  & (  ! "    ,      &!
!C! "'     &    &             
    &         ! "  .      
    /1! "         &          !
53 
 % 1 0   38

0.5 0.5

0.4 0.4

0.3 0.3


0.2  0.2

0.1 0.1

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  !CV ) &!   * )  # &!   " "  


"! IO O J , " ) ) # &! 

# &!  #! " )  


"!( #)! O ;  
 /  " O ; 
F / ( " , " ) ) )!

-!!&" ", # ) ,) -     =  @ =    
39   5 
   

+ /$           


"                  " !! " &
  ' .  .      &         1  1 ' 
" !'    &.   &  ! "     
& 5 3               '   
  &.   -   !

&  !C
/1' /1' /1  /1     &     5       
      $        0 '  ' C   B
' ! "   /

1  '  D & 8&& /
' 
B1   
 =K
 /
 1          ! "       N 0  
 N       ,     6  .    7 
. ! "       $       N  !      
       & &.    N 0     N C B ! 8  ' 
        (%          (     
    ! *  N C    N B         &  
    ! "          = !!B'    
$      &   &             &
  &  (! "      &! !
! " =K
 /
 1
  -  &.        '        1 !
" -    D & 8&& /
' 
B1        &  1 ! "
  /

1        '       
     2             -   ! " .& 

" !V =       !

 N 0   N    N C   N B 

2 FG !B ! 0!


!B

 FG !
! B!0 B!BB

. F G 0!
0 0!
 C!
C!

. F G 0!0 0!  0! 0 0! 

4 F G 0! 0!
0! C 0!BB

 F G !B !B !

!

6 F G ! ! !B


!B

85 F G 0! 0!B 0!BB 0!BC

85 F G 0!0 0!0 0!0 0!0



53 
 % 1 0   3?

3 3

2.5    2.5   
Probability density function

Probability density function


2 2

1.5 1.5

1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2

 

3 3

2.5   2.5   
Probability density function

Probability density function

2 2

1.5 1.5

1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2

 

&  !C
V !   * " * "- "  ) "! C # &!  7"! C 7

 !  "= .  !!* = >!-)" ! $?4?+ =


", ,, " $?84+

= F
", ,, " $?92+ =  " P
 $?85+  $+ ; 9/  $ + ; 89 

$-+ ; 3  $+ ; 2 
4/   5 
   

  & 5 3              ! "
   &          '        
  &  ! 8  '   & 5 3   '    
   '   )    &       N C    N B '
        *( 8!B!     ! "   &  =
!!B & &            N C    N B     $
     &  !

"    N     ,       N 0 ! "'    


   *( 8!B!! "   & &     N 0     
     N  !

&  !0 /1     &               & $ 
    N 0         3     !
"        ,     6  .   7
 . '     &. -     3   ! "    
          $  $  &! !0 /1   N 0 '    
                   
  3   !

"'   &! !0                   (
 &       ! 8  '            
(&  !

0.6 4

   3
0.5

2
Probability density function

0.4
 

1


0.3 0

1
0.2

0.1
3

0 4

 
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4


 

&  !0V $+  ,!  !"! # &!   "! 7 " &!   * " *

"- "= .  ) !"! # &!   $ +  ! &  ) !"! # &! 

#"  "  -&! # )  -"! &  ) "! 7 "  !  " ; 9/ 
53 
 % 1 0   4

0.5 0.5

  $  0.4   $ 
0.4

0.3
0.3

'?

'?
0.2

0.2
0.1

0.1
0

0 0.1
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
 

 

&  !V $+ & -!! " "- "( " $ + & &!  -!! " "- " 

; 9/   M
5 !  !!*  )   " " - $0!I N J+   



&! !     *=  9*=            N 0 ! *
$     N B    N B'        $  
    P)* N )B!   ;   N )B
'       


      &    *+/1        #  C!Y &.

0.5

  
0.4

0.3


0.2

0.1

0
0 0.5 1 1.5 2


&  !V ) &!   * )  # &!   " "  


"! IO O J , " ) ) &!  #

&!  # " )  "!( #)! O ;  


 /  " O ;  F /    = *!),

"  $??2+ = *!), "  $??9+ =   !!* =    

$ ; $ /     F /    /      
F / ++
4   5 
   

! "'                  (  
*+/1     & &. !

&  !                 F$E $E G  5 0! &
              '  &      &
 & (  ! "         N /$E U $E 1B! "  .
         ! "        & $  
 ! 8  '     &            
&               ! "     
   &     '                
$   0) !

"    (        &            
*( 8!B!'      ,       6  .  
 7  . !

,    
 
    
      '                &  &
 &! 2   &          &  &   &
  &   '       &    & &   &   
      N C    N B ! "           
     ,     '     ( / &! !
1!

"       3           &
     (&        " !! "     

" !V =      E N '  


  3     
    !

    
 N 0  N B  N 0  N B  N 0  N B  N 0  N B
N !0 ! 0!0 0! B 0 B B
   
   
N   /?
   5
  / /
  / /
 0!0 0!0  BB
   
   
 /  3 / /? / 

     
  /?
   5
  / /
  / 
  
    
/ /3 / /
NB  
    
 8   
/ /8   
/ / BB 

/ /4 / 8

  
 3 
/ /? 
/ 
53 
 % 1 0   42

5 5 5 5

4 4 4 4
Probability density function

Probability density function

Probability density function

Probability density function


3 3 3 3

2 2 2 2

1 1 1 1

0 0 0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2
   

 

&  !BV !   * " * "- "  # &!  #)! ) -!!&" ", # ) ,) 

!,! )"  ( (  = .  !!* = *" $??2+ =
", ,, "

$?92+ =
", ,, " $?84+ =  7 " " * "- " $+ ; 9/  $ +

; 2 

 '     N B  ! "'         
       &! 8  '          N '  
 &                .    ! +  
     N 0   N B !

&  !B /1  /1     &      & $     
         &  &  &      N 0  
 N B ' ! "         D & 8&& /
' 
B1  '
 " /

B1     3     ! " $   
    &      '    N B '        
        '   (! "     &   
  '         &     3   ! "
-        N 0    N B      &     1 !

&  !C /1  /1              $  $     
         3      N 0    N B ' !
"            3   '  
         $  .    !

"              F$E $E G  5 0! &      
        '  &      &  & (
      &! ! /1  /1   N 0    N B ' ! "    
    N /$E U $E 1B! "  .          ! 6
   &       '      &     
       ! "     &  &      
 !
43   5 
   

2 2

1.5 1.5



1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  !CV  ! & #"  "  -&! # )  -"! &  ) !  7 "

 !  " $+ ; 9/  $ + ; 2 

0.8 0.8

0.6 0.6


0.4 0.4

0.2 0.2

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  !V ) &!   * )  # &!   " "  


"! IO O J , " ) ) # &! 

# &!  #! " )  


"!( #)! O ;  
 /  " O ; 
F / ( " , " ) ) )!

-!!&" ", # ) ,) -    =   !!* =     $+

; 9/  $ + ; 2 

      





/ & ! 

 

"  #    $              
  %     &'   &      ! : &
      #             
   !

1    
         '     &    (   
 &'          +&   ! 8  '   
   '        &   '     &   
 &     &! "'      )     
 ! "       $          
 ! "        !          
+&   '  #             & 
! A                 '  
   , -   ! "      .  ! *  
  &              :   2 
/

1         ! " -  .    !
"        ,  -   , -! *    
  &         /0001   ! "     


45   8 
  %    0

  &     '     &          ! *
   2     .    ! "     (
              2   ! * & 
   &   ,        & &  '   
   &              !

+   -     &         .     6 
.   7 '         (   8+ 2&   
 -   ! 6              '
&     ,  -   , -'    !    
             &         
 & -! "        '    & -  
        )             !

"      .              
-          ! "   , -  
& -'        &   & '     &
         ! " -   ,    &  
  & -! " &      -        
,     !         &     - 
 , -'             &'   .  !
"     '   '          - &    
 ' (  -   ,    ! "     $  ' 
     , -'     '        
    '    -   , -   ! "   
 /0001           & , ! "     
   '        '      ,  - 
 , -!

1  
" (&  &        &     &!
"           +&      4 /
1  '  
        &    !

    3  '           '   
 &     &! "    .       
       ( 3!    4 /
1       
2            ! " 2      
&    ! 8  '       2      
   ! "      3         
  &        &'         
 (             &    $
    &     ! "             
8  :  
 48

         (&  ! "'         
      !

+              &    (
   .    &  /*+/11  ! " &  # &!  '
      : $    ' !!'        & &   
  &      &         &!  '
      &        &      
   &   .   &   &     ! " 
      ,'            
       !

1  

    (   &  &    ! "   /

1  ' 
D & 8&& /
' 
B1     =K
 /
 1        !  
               '    
/

1   &  ,       &    !    ( 
 &      ! "             
2    /: &  +' 

1        2   


       /

1   /: &  +' 

B1!

"            &      
  ! "           '   ' $   
               ( 3! +  
&     2      & 5 3      
        ! "   &      
  (&  ! "              
 (   *+/1  '          : $    !
8  '                     
 &  &  & 5 3         '  
          ! "'       !

2   &        & '       
        (   3   ! "   
        '            &  &
 &           3   ! "  
3                     &
 &  &'             (! 2
  &  '                
  &  &                !
"'   &           &  !
49   8 
  %    0

/ 6 
 
    
"    &    &            
&           & -! "'        
     &        &  !

"    &     (           
 ! "     (      &     
 2      & 5 3       &  
  ' ! 8  '               
'                   ! "'  &
   &   '               -  
   '          /0001  ! "   
             . !

2   &         &  &  &'     
         &  &  ( 
! " ,    &
        &       !      
     6  .      &    ! " 
      3      &  &    ! "
   (      &          !






   
    
/
1! +,       ! 6 
9 '  Z $!

 ! "   


 
 ! # /001! 6      
 !  $  $ *- /1' 

[
CB!

  
 $  /
1!       &!
 $  . " /1' [!

  
 $ % &   /
1!           . 
      !  $  . ! /1' 0[!
'
  
 %  
 ( $ )* /

1! .         
   ! :  &       % B! =  8' D 
 !

' 
   /
01!    -           !
.   /  * /1' B[B!
'  & /
1! +          ! 0  1%
  /  23 /= 1' C [C !
' 
  ) + /

1! 2         &  & 
!  >     ' ;!! *  =   >& ! " :  !

'# &  (   


 ! $ /0001! 7       &
     !  4 $ *3      
$  $' L  ' ' * ' ! C[!
)  (  
   +
  !
 /
 1! "     
 (      ! 4 / 5  . *63' [B!
)
,    
 
 $  /
 1! *     
 &        !  4 $ 7     
 8
  9%5 5 ' L  ' " '  ' ! BC[B 0!



5/ % 

(
  ! /001! +&    $     &    ! 
 
       : 4 $        
;.<5 *(("' L  '   ' = ' ! CC[C
B!
( 
 $ - 
 $  (. /
C1! ; 
    $  
   ! 9  8' >&  =-'  7 !
( 
 $ - 
 "   /
1!           
   !   5   +    $  $' L  ' " '
 ' ! [!

.

# /  /

1!              
!          "!' B[!

 "  /
B1! : &    & ! 0  1  /%
 32 /1' 
BB[
B !
  - 0 /
1! A        &    ! 0
 1  /  26 /=1' BB[B!
  - 0 /

1! 2     V A        !
 ;
 =     >     5  4  "--2  /
5   ' 8  ' "(' ! B[B
!
  - 0 /0001! 2     V A        !
0  4  $ 6( /1' 
B[
CB!

  1   +   1 #  " $ &
 $ 2    

)  /00B1! * &        &   ) 
  & ! ?   $ !( /1' [
!
,    /
1! D (   K
     &  K
 ! /
 
@         *&' B[C0!
- 3 /
01!   (         ! /
  4  + /     - /B1' B[!
- 3 /
C1! >           !  4 $
    5     ;
 ?    .  ' L  ' 
A ' D ' ! B0[BB! *=>!

-     ) /
C1! +      $    !  %
$  $ "" /1' [0!
-     ) 
   ) /00B1! 9       &
              9 & = ! 0  9%
 ?   .  $  $ "*&' 
[0C!
!
 $   $ %
 
 + & .
  /
 1! >(     
         !  4 $   7   
$  $ ' 8  ' 8' ! [0!
"  2 
  $ 1
 
/0001!      V 9  
      !  4 $  A?.*((( 0   $
  B ?   '  A ' D ! A:*>000I\+ !
%  5

"

  + 
  2 /
01! >        :   
 
    ' L  ! 7  2 \  !
"

 $  
 ( 1 1  
/

1! .   
       /B
!1! 9  8' >&  =-'  7 !

2.
 & /

1! 2     -    V + (   
   !  4   *! 9   $ ' 8  ' "(' !

[ ! A"= C!

2.
 & " "  
 1 ) 3 /

1! "     


     $   !  4   "!    9  ? 
 .  $  $' L   *' = &' 6 $' ! 
[
! *:>!
2   /
01!         & !  4 $   "3
  $  $ ' L  ' ' * ' ! 
[
B! *=>!
24 
  & /
1! 6& ! " +  8D 00'  & 8 
 D  ' " '  !

2   ( + 
  ! (
/

1!   -   &    


! 0  9  ?   .  $  $ ""6 /1' C[C!
2   ( + 
  ! (
/

B1!        !  4 


 *  5    ;
 ?    .   ;
 @-6'  A '
D ' ! [! *=>!

+
 
 - 
  $ # /
1! 2        3 
 &'   !  $  $ - /1' C[CB!
+  & + 
  (  2   
/
 1! :         
   &    ! 4   $  $ ?  " /1' 0[!
+
  !
   /
1! A        &   !
0  ?  /  "" /B1' C[ !
+
  !
   /
1! "      '  &  ! 4 
  / 5  . *!- /
1' B[B!
+
  !
   /
B1! " -           
     ! 0  7   ?  "3 /B1' C
[C0!
+
  !
   /
1! A  #           
  ! 0  1  /  2( /1'  [
C!
+
  !
   /
01! A       &   V  
-      .  ! 0  1  /  2& /=B1'

[B!

+
  !
   /
B1! A  #           
     .! 4 / 5  . 62-' C[!
+
  !
   /
C1!       &      
! 4    / 5  . 6"*' 
[0!
5 % 

+
  !
   /
 1! 2 &  !   ) 



-     />!1'   ;  ' ! [B! 6! + 9& = '
6  !

  ' /00B1! 9            
 !  $  $ 6( /1' 0[00!


  
  $ 1
 
/

1! A  $     


!  4   5  9   4  $  $ ' L  B' 
 ' ;*' ! C[C!

   $ /

1!   
 :        ! *  
  & &% ! 2  . 9&' & !

  ) /001!        ! 0  +  /  !( /B1'
 [C! 2      "5' @!  ] &  ' @!

  
 ( /
01! .           ! :3  8
= ' !'  Z $!

  (   (  


 ! $ /

1! *    2  


       &! 0  9  ?   .  $ %
$ ""3 /B1' [!
  (   (  ! $  
 % !    /0001!  
         &  !   5   $
4$ : ?   $ C  !3 /C1' B[ !
  ( 
  & 24 
/
C1! 9    &  #    
            ! .   /%
 D /C1' 0[0!
  ( 
 ! $ /

B1!     #          !


0  5  /  63 /B1' 0[!
  ( 
 ! $ /

1! 7           !


0  5  /  !* /B1' 

[0 !
  ( 
 % !    /

1!       


  ! 0  9  ?   .  $  $ "*"'  [!
  ( )  
   
 !  1  /001! *     
 $!  4  ?.@(* *"     9  ?   . 
$  $' A '  ! A:*>00 0!
5  /
1! A          &  &!  $ %
$ "* /B1' [BC!
  /
1! 6K
         K
     &  
 K
!   / +    5E  @.E   5  *&&'
C[CB!

 
 $ ' /

1! .      ! D     % B


!  &
L &'  Z $!
%  52

   $ 
  &  /

1! * 2  $         (


     &!  4   5
  9   4  $  $
' L  B' 8  ' ;*' ! B [B!
   $ 
  &  /

1! * 2  $        


(     &! 0  9   4  $  $ 2 /1'
0[
0!

 
 (  /

B1! .    


     
   
/B !1! D &' 8  !

  2 - 
  ! ! /
1!     & !  4  4 
7 9   $ ' 8  ' "(' ! B[ CC! A"=  !
%   2 /

1!     &         !
  $  $ "--*: 4 *6  ' L  ' L' ' ! [!
%   2 /

1!  
 ! = & ;  9 ' = &!
%  3 /00B1! D &          &         
     ! 0  ?  5    $ 3' B[CC!
& 
 2 /
1! =            ! $  
     &   ! 4     / 5  5 . "2D' BCB[CC!
&   
 - 0   /001!          !
 !  4  ?.@(* *"     9  ?   . 
$  $' A '  ! A:*>00 CCB!
&   !  2  
  $
/0001! 9     
(     &!   $  $ !(' B
[B 0!
$  + /01! A      &          
     ! 4    ?$F ' B[!  5     0 ; 
5 8 /  $' L  ! 
' ! C
[C
! = & ;  9  /

1!
$    % /
C1! :      ! 8 5    0 *!'
C [ !

$,6   - 
 ) -     /

1! "        &


     (  ! 0  9  ?   .  $ %
$ "*"' 0[0!
$,6   - ) -      &  
  &,     /001!
2 &     (  ! 0  9  ?   . 
$  $ "*!' BC[C0!
$,6   - $ 
 ) -     /0001! 2        (
 !  4 $  A?.*((( 0   $   B
?   '  A ' D ! A:*>000I\+ B!
$ #  & "


 
  $ +    /

1! : &  


     &    3  ! ?  5 "('
B[C!
53 % 

$  ! /
1! "           !   $  $ "'
[B0!

$  ! 
 $  /
 1! 9          .!  4 $
  "&   $  $ ' 8  ' 8' ! B[

!
   ' /

1! "      !  .


         
$
 $  ' + ' ' ! B[0!
 "  
 $ - ( 
/
1!           
5   4  $  0 *"' 
[C0!
 !

  
 ' 1 /
 1! >              ! :  & 
     %  ! = \ 8' D  !

 
 $ $ $ " 1    $ (   " & 
 & '  
3 0 
  $ )

 /

1! >    ;@ =  +  !


     @-& :  $        /    
$ 5    ' 3$' 9 ' !  [!
#4   + 
 " !
 #
/
01!   &    !  4%
$  5
     $  $' 8&'  ' ! C[
!
  $ " /

1! =          !   $ %


 $ *3' B[C!
 $ /

1! >      : .        ! " 
" ' D  !

#   /

1! *             $


   ! 0  4  $ *2 /1' C
[!

   )  /

B1!              & 


  !  4  ?.@-6 "*    9  ?   . 
$  $' L  ' 3& '  ' ! CB[!

   )  /

1!   3 (     &    


      !  4    $  9   4  $  $
' L  B' :  K' =' ! 0B[0!

   )  
   2
/001! 3       9A 
   !  4    $  5   4  > $  5  
 7  $ 5  4/.>5' L  ' &' =' ! 
B[ 0!
#  - - /C1! A       !       $ 4 %
  5  2' CC[C!

   /

1! @#?&   #?! <G $ ,  "2 /1' [B!   &!


 
 ' 
  $ 1
 
/00B1!   3  &     
0  $  $ ?  "*- /B1' B0[B0
!
) &   !


   /
01!       ! 0  1  /%
 2& /=B1' C[!
%  54


   /

01! 6     &  &! 0  ; 4


     $  $ ""D / 1'  [0!

   /

B1! 7       &  &      !
0  ; 4      $  $ ""- /B1'  [B!

   /

C1! 6         $    


! 0  $  $ ?  "*( /1' 00
[0!

 ) ) 
   !
/
1! 9$   &       !
 $  $ "* /B1' 0[0
!
/
4   /

1! "       &     ! . 
 /  "" /B1' CB[!
1  1 1  /

01!       : H
    
   ! * 
2 9& = ' +  =' = !

1  !  (   


 ! $ /001!        
& !  
       : 4 $    %
     ;.<5 *(("' L  '   ' = ' ! C C[CB!
1  !  (   
 ! $ /001! 7       
  &     &        ! 0
 5  /  !D /B1' [!
1  !  (   
 ! $ /001!        
&   .  !  4  *2      $ 
*((*' L  ' = -' 2' ! 0[ B!
55 % 
 
! 

 

   

5  
 6!  ' 

" +&              &  /+&'
01

 /1 N  (  %   0) /*!1

" (       & 


>FG N 7 /*!1

7
L FG N   ) /*!B1
C

5 5 "  

 6!  ' 

"                      &


      &  >,! /*!1! *      +&  
   &  / @  /
01 D & 8&& /
 11

 
C   U     
  /  1 N (    /*!C1
        

 
59 G     %  :
7  > 

                 .     5 
 ! "             8     

 /  1  
/   1 /  1  
8 N

 /*!1


   /  1   /  1      &    .     $' '
.  /*  5  &'
1

   
 /  1 N     A 
A /*! 1

   
 /  1 N     A A) /*!1

"       (     &    
/ % % 1'
 
   
 /  1 N 7
% %  /*!1
  
 
   
 /  1 N 7
 % %  /*!
1
  

 

 
O/1 O/ U 1O/ U 1

/ % % 1 N ) /*!01
O/1O/1 O/ U 1 ^


"      8    (  


 

    % %   
8 N

 ) /*!1


=    (       (&     /: '

01

 
7
6
>F  G N 6 7   /  1  

  
   
 8  
C   
 
U  8
N 6 7 (   
 
   
   
 ^O/ U 1
 /*!1

 6  5 

N  /   16 7  O U U O U U
/^1  

6  5  6 5 
N /   16 7  O U O U
U 

U % %  )
   
 1 
:
7  >  5?

" &    & ( 


>F G N >F G N 7 /*!B1

 
>F G N >F G N  /*!C1

  B
>F G N >F G N 7 /*!1
C

>F G N >F G N  /*! 1
 
7 B B
>F  G N /   1

% %  /*!1
C  

  
>F  G N >F  G N 7 / U  1 /*!1
C
 
>F  G N  U  /*!
1

"      +&               
  *( 6!
8/ G     %  :
7  > 
 

!
   
"
 
  

 
 


*              $ /C1  &  !&! 6  6 
/
C1! 8  '                    &   '
     &     &  !

" &  & -  ,  /3>1  & 

 : N 0 /!1

          /=1

F:
N 0% - N ) /!1
F-

"         /6 =1  & 

    
F:  F: F:
U U U U - N  % - N 3 / $1 /!B1
8 F$  F F-

         ! " $        /@ =1  & 

F3 F: F3 F:
U  N 0% - N 3 / $1) /!C1
F$ F F F-


8 G >   >  H      .  :

  &    

:
( N  R N 
3 
"
, N - T N 

3 
N  N
3 8
 
 N  $ N 


        & 

/3>1  R N 0

FR
/=1 N 0% , N 
F,
     /!1
FR   FR FR
/6 =1  U 3  U /3  1 U U , N % , N 3 
F  F( F,

F F R F FR
/@ =1 U 3   N 0% , N 3 )
F F( F( F,

" (        $ '    " (    3 '     
                  , N 3         
, N 0! *       N 0      !

    
FR  FR FR FR  

/6 =1 U 3  U U 3  U U /3  1 N % , N0
F  F( F, F,F

F F R F FR F FR  

/@ =1 U 3   U 3   3   U  /3  1 N 0% , N0
F F( F( F, F,F F,
/! 1

 & 3    (    ' !! & 3   '  -  , 
        

R N R U 3  R U /3  1 R U   
 N  U 3  U /3  1  U   
/!1
 N  U 3  U /3  1  U   
T N T U 3  T U /3  1 T U    )
82

"         & 


 
/3>1  R U 3   R U  /3  1

N0

F R F R  
/=1 U 3  U  /3  1

N 0% , N 
F, F,
    
F R F R  F R F R
/6 =1 U 3  U 3  U
F F  F F,
/!1
F  R  
U 3  U  U 3  U  /3  1

N  U 3  % , N 0
F,F
F F F R F F R F R
/@ =1 U 3  U 3    3 
F F F( F( F, F,
F   F  R  
U 3   3  U  /3  1

N 0% , N 0)
F,F F, 
" .   ,    &  $&      /3  1 !

/3>1  R N 0

F R
/=1 N 0% , N 
F,
/!
1
F R
/6 =1 U  N  % , N0
F
F F R
/@ =1  N 0% , N0
F F,
"             &  
 
R /( ,  1 N  /, U 1   /T  ( 1 U 
E /T  ( 1
 /!01

    
E             6 =! 
    5  
  '   N 0'      

 /, U 1
R /( ,  1 N  /T  ( 1 /!1
T   

 N  /T  (1 /!1


T N  ) /!B1

      .      

3     /- U 1
: / - $1 N  /"$   1 /!C1
"   

3 N 3  /"$   1 /!1

" N   ) /! 1


83 G >   >  H      .  :

"    ,    &       /3  1




/3>1  R N 0

F R
/=1 N 0% , N 
F,
    
F R  F R F R F  R /!1
/6 =1 U U U  U  N  % , N0
F  F( F, F,F

F F R F F R F   F  R
/@ =1 U  U    N 0% , N 0)
F F( F( F, F,F F, 

" 6 =  @ =      &    &  (    R
 

F F  R F R
 
F F  F,
    
F F R F R F F  R F F  R F R F R F
N U U U  U 
 F F( F, F F,F F, F  F, F( F(
/!1
      U T     
N 
 /T  (1
T   


B  
N 
 U T    /T  ( 1)
T    T

 &

T N T U 3  T U   

T N  
/!
1
  
T T
 U 3  U  N  3  U 
T T

           . 

F F  R F R
 
F F  F,

BT T
N  
T /T U 3  T U    1    /T U 3  T U    1 /!01

U/T U 3  T U    1T 
 /T  (1
BT
N   /T  ( 1 U  /3  1)
 
84

A     . D ,             

R N    /, U 1  /T  ( 1) /!1

"                  !

F  

U C T   /, U 1    /, U 1  /T  (1 N
F /!1
BT
  /T  ( 1% , N 0)
 

"9 "9
      "          /T
'  ( 1'  " N 0'
&  N  ! "           

  BT

C T         /T  (1 N   /T  (1
 
 
/!B1
T T  BT
 U  N  )
 
 
      

 &     >,! /!


1    


  BT
 U  U  /3  1 N 
) /!C1
T  T    

 T N T  3 T     '         /3  1 & 

BT
 N 
) /!1
  

"        & 

BT
R N 
  /, U 1  /T  ( 1) /! 1
  

"  /6 =1    .  !


    
F R  F R F R F  R
 N    U   % , N 0
F  F( F, F,F

 
   /!1
N    U
   

CT 
CT   


BT      

 
U  U U   /T  (1
   

C   CT CT   
85 G >   >  H      .  :

    
 N   
  U  
CT   

/!1
BT    

 
U
 
U     /T  ( 1)
C   CT  
 

  & T N   U



 /3 1'      

T    BT   
  
  T  
 N  
U T U
 
U T   /T  ( 1 /!
1
C    C   C   

   

   / U   1
 N   U   /T  ( 1) /!B01
  

C  

"             //3  1 1  & 

F F  R F R BT
  N   /T  (1
F F  F,  
  /!B1
B
U 3  T U

T  /T  ( 1% , N 0)
 

"9
 " N 0'                  R  &  

 
F  R F R B
U N 3 T U

T  /T  ( 1% , N 0) /!B1
F  F,  

"    

E 
   /, U 1
R N   /T  ( 1 /!BB1
T   
   
 B 

E
 N 3  T U T ) /!BC1
C  

 >,! /!BB1     ' R     .! "   
E
  0' 
  T  0! "'
 
T N T U  /3  1

/!B1

           &     !

"        

BT
R N 
  /, U 1  /T  ( 1 /!B 1
  
   / U   1
 N   U   /T  (1 /!B1
  

C  

T N  ) /!B1
88

            

B 3 "    /- U 1
: N 
 /"$   1 /!B
1
   
     / U   1
3 N
E
  3 U 3   /"$   1 /!C01
 

    
" N   ) /!C1
89 G >   >  H      .  :


#  
 


  
  
  
 

$

 
  
  


9 &
  &   

         ' 3 > 
'      ! "    
&   &    & 

 7 
 7 

3 N 3 U /3 1 N U /=!1
   
 7 
 7 
3 N 3  
/3 1 N  /=!1
   

 &
3 3 C U 7
N N ) /=!B1
3 3 C  7

"        &   &  (      
   & 

.
3  ' U 
 

  U  


N . N N N ) /=!C1
3  '  
 

   
 




G 
   % 1 0 
      . 

9/  G    

=  &   ,  &        (   ' 
'
U

  

 C U 7
N /=!1
 C  7

   


7

N ) /=! 1
 

 
               &' 3 > 
'      !
"     &   &       & 

B
3 N 3 U 3
 
/=!1
C /1
B 
3 N 3  3
 
/=!1
C /1

 &

B /3 1 /1 B /1


  
 
3 N 3 U N U N /1 /=!
1
C /1 
B C B /1 

B /3 1 /1 B /1
  
B
3 N 3  N  N /1

) /=!01
C / 1 B C B /  1 

"       (      & 

 U   



N /=!1
  
  

 B


N ) /=!1
 

9 +, 
 
   
" -    (               $  
  (           ! "        
     &         !


         ' 3 > 
'      ! "   

/ 1   / 1 0'               $
 ' !!' 
 &  >,! /=! 1!

 
               &' 3 > 
'      !
"    
/ 1 

/ 1 
 / 1 

/ 1 
'       &
  &    & 

 
3 N 3 U  / 1 /=!B1


3 N 3   / 1 )

/=!C1

 G    
9

  
 &  N C  N    3
N     '         
      &  ' >,! /=!B1  /=!C1      

/1 /1
 
3 N U /=!1
B   
/1 /1
 
3 N  ) /=! 1
B   

"  N 000         B   ' &&    )


!    N   '
     &   &   & 

3 

N ) /=!1
3 

            & 


3 ' U  U 
N N

/=!1
3 '  

  

    >,! /=!1 &

    U   N 0) /=!
1

"       (   ' 


'   & 

 U     

N ) /=!01


     '    (    ' &&

 

N       > ) /=!1
C C
G 
   % 1 0 
      . 

9  G    

 

 
  



$ 9 

 
 
  & 
 
"         &  (           
 

' N U   ) /6!1


"    +&  '          ( *!
"  (   C  C   & 


  7 
>FC G N >FG U  >F  GN U  /6!1
  
     B  
>FC G N >F G U  >F G U  >F  G N  U 7  U  /6!B1
C C 

     & 

L FC G N>FC G

 >FC G
       
N >F G  >FG

U  >F G

 >FG>F G U  >F G

 >F G /6!C1
C

7 7  
N  U  U  )
C C C

B
93 G   
 %%

=  &     & C   C '      & 

= FC C G N>FC C G  >FC G>FC G


  
   
N>  U     U   
 

 
 >  U   
 >  U   

 
   /6!1
N>F  G  >F G>F G U  >F  G

 >F G>F G

      
U  >F  G

 >F G>F G U  >F  G
 
 >F G>F G
 C
  
7 B B 7 7   
N /   1

 
% % 

 U   U  
C   C C C

* (     &    


&
 
B B
     

% % 

NU  U  U  U   ) /6! 1
  C C 

"         


  
7 7   7 7  
= FC C G N U  U   U  U  U   ) /6!1
 C C  0C

"       C  C  & 

= FC C G
8 N
L FC G  L FC G 
     /6!1
   

 
U U   U U
 
 U  
  
N
 
 )
 
 
U U 

"          &       &  
  ! "        &   (       
     

' N    /6!
1

 (     , 

7 
>FC G N   /6!01
 

7 7  
L FC G N     U  ) /6!1
C C C

"        &  C  C     
  
7 7   7 7  
= FC C G N   U   U  U  U   /6!1
 C C  0C
  
 %%   % 


94

 &    &       C  C

= FC C G
8  8! ! N
L FC G  L FC G 
     /6!B1
  

  U 
 
 U U
 
 U  
  
N  )

 

 
 U 

$ 9 


 (   
"          2   ! "      2
     &  *( >! "          >,! />!1 
/ N / N /  N % !  (&   &      &   
  

   
O
  
#   
8% N      % 
U U %
/ C/  /
/ O

#  O

# /6!C1
    
  
U U U % U D / % 1 )
B / 
/ /

$ 9 

 
 , 
 
 
 
"         &  (           
 

' N U  U ) /6!1


=  &      & C  C '      & 

  
   
= FC C G N>  U 
 U   U   U 
 

 
 >  U  
 U  >  U  
 U 
  /6! 1
  
N>F  G  >F G>F G U >F  G

 >F G>F G 

     
U >F  G

 >F G>F G U

>F  G

 >F G>F G
 C
95 G   
 %%

           $    >,! /6!1! "'    
   C  C  
  
  

U U



 U 
 U  
 U  /  1
8 N
 
 ) /6!1
 
U

U 

 '           &    ! "  
       &  (            


' N    ) /6!1

"        &  C  C        
  $    >,! /6!1'  &    &     
  
  


U
 
 U 
 U  
 U  /  1
8 N  ) /6!
1

 

U



 

! 

 
 %


&
    

+  
 '   ' 

"    2            (  &


  # 
/ # 

/ 1 N (  %  0 />!1
.# .

  .  /    2   ! " (       & 

 

>F( G N .O U />!1
/
   
 
L F( G N . 
O U O 
U ) />!B1
/ /


99 G     %  1  1>

 > 

+ 5 "  

 '   ' 

A          2       &    
&  >,! />!1  &  : &  ! /

1
  #  # 
/ / # 
#  
  
  /   1 N (  U
.# .# /   1    . .
  #   #   />!C1
  
  )
   . .

"             (  ( 


      
O

# O

#
 #  # % %   
8   N             ) />!1
/ O

#  O 
# / O

#  O #

 
! 

 
'    

(     3 
 ' 

"   3       6       & 
 

/ 1N

/7 1  7  
( 


/  1 
7 
/ 1 / !1

   N / ) ) ) 1 ! "      (   6'     (
7       (!


( +"
 

"     & 

4
 
+ N  / 1 N  @ $ / !1
7

   


+   4
N  / 1 N  @ ) / !B1
  7
"     '  

N   /+ 1 / !C1



?/ G %    %  7    > 

. + N  / 1    +       ! "       


   & 


  7 

  /+ 1 N (   /+ 1 ) / !1
+ 
 

! 

 


(
 '
  

" & 5 3            (  & 

   
/  0 12 
0
/ 1 N (  % = 0 /3!1
O/416 2 6

  4        ' 6       0       !

"       & 

 
0

/ 1 N  4 /3!1
6

   F4 EG      3  

3

 F4 EG N $2  @ 
$) /3!B1
O/41

       / '  &     1     
&'  0 N 0!



? G 7    %  7
R 7  > 

3 ,        


:
3   ' 

"      & 5 3           ( $
   ! " ( $  ,   & 
   
/

 /
 

/4  6 1 N /  1 N 2 
2


(   /3!C1

/O/416 1

6 

"     (5    /4  6 1     ( $   
 ! "      .  $&   &      &     
 !    ,  5 ! " & ,   
 
! /1
!    :/41 N 0 /3!1
4
 
! /1
4 !   U   ! / 41 N 0 /3! 1
4
  
! /1
6 N /3!1
4

 

 

! N  
 

 

! /1 N 
 
0 3 0 3 /3!1

 

1  4 1  4
! / 41 N 2   5  2    5
 
 
 
2 2
F  O/41
:/41 N
F4
"    4        &        >,! /3!1  /3! 1!
" 6      >,! /3!1!
 
  
    

"            !

*( 8!       (  >FC C N ' G   7  .
      ! +          !

*( 8!       (     &   -  
!

*( 8!B       (          -  
!                  N '  N C  
 N B !

0 9
 
 ,  
     

    
" (      & &       &  &  >,! /B!
1' 
 (     &  &      &   &  >,! /B!
1!
"       (    6  .       &! B!!
"       &          &! 8!! &  8!
       7  '  &! 8!B 8!       
   !


B
?3 G  

 %   

2.5
Rayleigh
Extended model crest
Extended model trough
2

1.5


1

0.5

0
0 0.5 1 1.5 2
  $

&  8!V "  " &- "  ) # &  , " ) &!  # & 

 -! ) ,) = F !,) &)  ! "! -   " -!!&" ",  ) !&"!

@ 

2.5 2.5
Rayleigh Rayleigh
Extended model crest Extended model crest
Extended model trough Extended model trough
2 2

1.5 1.5


1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
  $   $

 

&  8!V "  " &- "  ) # &  , " ) &!  # & 

$+  -! ) ,) = !,) &)  ! 6&"  @( $ +  -! ) ,) = F !,)

&)  ! "! -   "


 
G  % 1 0   7  1 0   7

 ?4

2.5 2.5
Rayleigh Rayleigh
Extended model crest Extended model crest
Extended model trough Extended model trough
2 2

1.5 1.5



1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
  $   $

 

&  8!BV "  " &- "  ) # &  , " ) &!  # & 

$+  -! ) ,) = !,) &)  !  !!* ( $ +  -! ) ,) = F !,)

&)  ! "! -   " ; 9/ 

2.5 2.5
Rayleigh Rayleigh
Extended model crest Extended model crest
Extended model trough Extended model trough
2 2

1.5 1.5


1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
  $   $

 

&  8!CV "  " &- "  ) # &  , " ) &!  # & 

$+  -! ) ,) = !,) &)  !  !!* ( $ +  -! ) ,) = F !,)

&)  ! "! -   " ; 89 


?5 G  

 %   

2.5 2.5
Rayleigh Rayleigh
Extended model crest Extended model crest
Extended model trough Extended model trough
2 2

1.5 1.5



1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
  $   $

 

&  8!V "  " &- "  ) # &  , " ) &!  # & 

$+  -! ) ,) = !,) &)  !  !!* ( $ +  -! ) ,) = F !,)

&)  ! "! -   " ; 3 

2.5 2.5
Rayleigh Rayleigh
Extended model crest Extended model crest
Extended model trough Extended model trough
2 2

1.5 1.5


1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
  $   $

 

&  8! V "  " &- "  ) # &  , " ) &!  # & 

$+  -! ) ,) = !,) &)  !  !!* ( $ +  -! ) ,) = F !,)

&)  ! "! -   " ; 2 


 
G  % 1 0 7 ?8

0 9
 
 ,  
   
"         (  >F  N  G      7  .
      ! "          6  . 
   = C!!'  &! C!
!

&  8!       7  . ! "       
     &! 8! /1' /1  8!
/1' /1   N 0 '  N  '  N C   N B
' !

2.5

2
 


1.5




0.5

0
0 0.5 1 1.5 2 2.5


&  8!V "  " &- "  ) # ) ,) , " ) &!  # ) ,) 

1  = L $?94+ = * ,)  !  "=  6&"  @ =    "
?9 G  

 %   

2.5 2.5

(     2 2

(    






1.5 1.5



1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 2.5 0 0.5 1 1.5 2 2.5
 

 

&  8!V "  " &- "  ) # ) ,) , " ) &!  # ) ,) 

1  = L $?94+ = * ,)  !  "=   !!* =    "

$+ ; 9/  $ + ; 89 

2.5 2.5

2 2
(    

(    





1.5 1.5


1 1

0.5 0.5

0 0
0 0.5 1 1.5 2 2.5 0 0.5 1 1.5 2 2.5
 

 

&  8!
V "  " &- "  ) # ) ,) , " ) &!  # ) ,) 

1  = L $?94+ = * ,)  !  "=   !!* =    "

$+ ; 3  $ + ; 2 
2 
 % 1 0   ??

0 6      

.     %  -  


&  8!0                  &  &! "
   (  >F  N $ G   $     &! 8!! "     
    6  .     = !!'  &! !
!

2.5

2


1.5

0.5

0
0 0.5 1 1.5 2

&  8!0V  ! &  ) "! C # &!  " ) -!!&" ", "! C # ) ,)

! 6&"  @ 

1.5
(    



1


0.5

0
0 0.5 1 1.5 2


&  8!V "  " &- "  ) # &!  , " ) &!  # &!  

7 = *!), "  $??2+ = *!), "  $??9+ =  6&" 

@ =    


// G  

 %   

.         


"                    N  '  N C
   N B ! "   &  = !!B & &       
    N C    N B     $      &  ! "
  &    = !C!B   N 0           !

"    (  >F  N $ G   $        !

0.6 4

   3
0.5

2
Probability density function

0.4
 

1


0.3 0

1
0.2

0.1
3

0 4

 
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4


 

&  8!V $+  ,!  !"! # &!   "! 7 " &!   * " *

"- "= .  ) !"! # &!   $ +  ! &  ) !"! # &! 

#"  "  -&! # )  -"! &  ) "! 7 "  !  " ; 89 
2 
 % 1 0   /

0.6 4

0.5   3  
2
Probability density function

0.4

 
1


0.3 0

1
0.2

0.1
3

0 4

 
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4


 

0.6 4

  
   3
0.5

2
Probability density function

0.4
 

1


0.3 0

1
0.2

0.1
3

0 4

 
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4


 

&  8!BV $+( $-+  ,!  !"! # &!   "! 7 " &!   *

" * "- "= .  ) !"! # &!   $ +( $+  ! &  ) !"!

# &!  #"  "  -&! # )  -"! &  ) "! 7 "  !  "
/ G  

 %   

0.5

  
0.4

0.3


0.2

0.1

0
0 0.5 1 1.5 2




0.5 0.5

    
0.4 0.4

0.3 0.3


0.2 0.2

0.1 0.1

0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
 

 

&  8!CV ) &!   * )  # &!   " "  


"! IO O J , " ) ) &!  #

&!  # " )  "!( #)! O ;  


 /  " O ;  F /  = *!),

"  $??2+ = *!), "  $??9+ =   !!* =    

$ ; $    
/  F /   /      F / ++ 
2 
 % 1 0   /2

2 2

  $    !$ 
1.5 1.5
(    

(    






1 1



0.5 0.5

0 0
0 0.5 1 1.5 0 0.5 1 1.5
 

 

2 2

  "     
1.5 1.5
(    

(    





1 1


0.5 0.5

0 0
0 0.5 1 1.5 0 0.5 1 1.5
 

 

&  8!V "  " &- "  ) # &!  , " ) &!  # &!  

7 = *!), "  $??2+ = *!), "  $??9+ =   !!*

=    

You might also like