Int J Fatigue 15 No 4 (1993) pp 265-272

Rainflow analysis: Markov method

M. Frendahl and I. Rychlik

In this paper we discuss rainflow cycle counting methods and linear fatigue
damage accumulation for stationary loads. The expected damage is computed by
approximating the sequence of local extremes by a Markov chain. The algorithm is
implemented as part of a 'fatigue toolbox'. Several examples illustrate the results.

Key words: amplitude; crossings; fatigue; Markov chain of turning points; peak-
trough count; rainflow count

Notation D(T) the total damage at time T

E[x] mathematical expectation of the random
L(t) load variable X
(x,y),, ith cycle counted at time ti with peak x fx(x) the density function of the random variable
and trough y X
S, amplitude of the ith cycle; Si x - y
= f(k) the spectral density of a load L(t) at the
M, height of the ith peak of a load angular frequency k
mi height of the ith trough of a load /z(u, v) the intensity of a cycle count;
height of the trough of the ith ralnflow E[Nr(u, v)]/T
cycle v,~C(u, v) the intensity of the rainflow count
{tk; '} set of points tk fulfilling the condition '" Izvr(u, v) the intensity of the peak and the following
#{.) the number of elements in the set (.} trough count
Nr(u, v) the cycle counting distribution of a cycle /~rr(u, v) the intensity of the peak and the preceding
count; Nr(u, v) = #{(x,Y)t3 ti E [0,T] trough count
and X > u ~> v > y} cu the intensity of peaks; the expected
number of peaks in unit time

The general approach in fatigue life prediction is to relate the line' identify the closed hysteresis loops. The following
fatigue life of a construction, subjected to a random load, to definition, given in Ref. 4, is more convenient for statistical
laboratory fatigue experiments of simple specimens subjected analysis.
to constant amplitude load: so called S - N data. Therefore it
Definition 1.
is necessary to define amplitudes of equivalent 'load cycles'
Let L(t), 0 <~ t <~ T, be a load and denote by Mi the
Sk, which are functions of the sequence of peaks and troughs
peaks of L(t) at times ti, tl < ti+~. Define half cycles
in the load, and assume a damage rule, that is, a method to
(Mi, mF), (Mi, m+), where
measure the damage caused by each simple cycle.
A commonly used damage rule, due to Palmgren and m;- = min L(t), tF = sup {t; 0 < t < ti, L(t) > M i } ,
Miner, postulates that the total damage caused by a stress t~-<t<t i
history {Si} is

DCT)= ,,.~rNsi
E ! (1)

where tl is the time when the ith cycle is counted and N, is

the cycle life obtained from $ - N data. Fatigue failure occurs
when D(T) exceeds 1.
In the literature one can find several definitions of cycle
counting procedures) Dowling 2 studied the accuracy of
predictors of the fatigue life based on the eight most commonly
used counting methods, and found that only the rainflow Rrc
count leads to prediction agreeing with actual lives. In the
present paper we shall study the expected damage obtained
I I I i.
using rainflow count and the Palmgren and Miner rule
(Equation 1). t7 t, q
The original definition of rainflow count given by Endo Fig. 1 Definition of rainflow cycle
et al) had a complicated sequential structure in order to 'on

0142-1123/93/040265-08 © 1993 Butterworth-Heinemann Ltd

Int J Fatigue July 1993 265
 m/~ = min L(t), t;- = inf {t; t~ < t < T, L(t) >t M~} ,
ti<t<t +
(if t7 and/or t + does not exist, then t7 = 0 and/or
t,+. = T). Then the rainflow cycle counted at time ti is
(Mi, rr~/c)ti where
m/RFC [max(m/-,mT) if t/- > 0
/tm+ otherwise
See Fig. 1.
The algorithm for the rainflow count given in Definition
1 is equivalent to the original method proposed by Endo et
a/. The peaks and troughs of L(t) which are the endpoints
of closed hysteresis loops are identified by both methods and
paired into cycles. The remaining peaks and troughs form
the so-called residual (or a set of half cycles) (see Fig. 2).
The difference between the original rainflow method and
the new one by Rychlik is the way that half cycles are
treated. In Endo's definition the set of half cycles is found,
while in the new definition the peaks in the residual are
paired with the following trough (in the residual) to form
cycles.
The other frequently used counting method is the so
called peak-trough count. 1
Definition 2
Let L(t), 0 ~ t ~ T, be a load and denote by Me mi the
peaks and the following troughs of L(t), respectively.
Let ti be the time for the occurrence of the peak Mi.
Then the peak-trough cycle is defined as (Mi, mi),~.
Obviously in both counting methods the number of
cycles is equal to the number of peaks in the load. Therefore
the variability of a cycle count can be described using the
cumulative distribution (or histogram) of cycle amplitudes:
number of cycles with amplitude less than s
Fr(s) = total number of peaks
Next, assuming that L(t) is a path of a stationary and ergodic
random process, the probability distribution Fs of a cycle
amplitude, i.e. the limit of Fr as the interval in which cycles
are counted tends to infinity exists, and is given by
Fs(s) --- E[number of cycles with amplitude less than s]
E[total number of peaks]
(2)
The expected damage is then given by
E[D(T)] = T ' c M " E [ N f 1] (3)
where cM is the intensity of peaks, that is, the average number
of peaks in unit time. This is a standard approach, and in
previous papers 5-7 we have presented a method to approximate
the rainflow distribution Fs based on a Markov chain
approximation for the sequence of peaks and troughs. (This
approach was also used by Bishop and Sherratt, and Krenk
Fig. 2 Example of a trough with peaks and troughs which do
not form closed hysteresis loops marked by •
266
and Gluver. 8'9) However, since the expected total number of
peaks in Equation 2 is equal to cMT, then in order to compute
the expected damage we first divide by cMT in Equation 2
and then multiply by the same factor in Equation 3. This is
obviously redundant and sometimes even prohibiting.
For example, some loads used in applications have infinite
peak intensity cM: for example, the Gaussian process with
JONSWAP spectrum described later. Usually one counts
cycles in sampled and smoothed loads, and hence in practice
cm is always finite. However, if sampling frequency increases
then cM "-->0o while E[N~ 1] ---> 0 which can lead to errors in
computed E[D(T)] as defined by Equation 3.
This indicates that the use of the empirical distribution
Fs(S) to describe the variability of cycles is not always the
best choice. In Ref. 10 a different way of describing the
distribution of cycles was introduced (see the next section).
This will be used, together with the Markov chain approxi-
mation for the sequence of peaks and troughs, to construct
a new algorithm to compute the expected damage defined for
a rainflow count.
One of the advantages of the approach is that the method
does not require knowledge of the intensity of the peaks but
the intensity of downcrossings of the mean level. The
algorithm becomes more stable and results are more accurate.
We shall show in some examples that the Markov chain
approximation to the sequence of turning points gives excellent
agreement between computed expected damage and simulated
damage for Gaussian as well as for some non-Ganssian loads.
The results indicate that the description of the variability of
the turning points of the load as a Markov chain has ~ wide
range of applications. The algorithm for calculations of the
expected damage have been implemented as part of a 'fatigue
toolbox', presented in Ref. 11.
Total damage D(T)
In this section we shall briefly review some of the results
given in Refs 10 and 12 necessary for the presentation. We
assume that a cycle is defined by specifying its highest and
lowest points, x, y, respectively, and the time at which the
cycle is counted, t say; ie a cycle is a time-indexed pair
(x,y)r, x > y. A cycle count is a procedure that transforms a
load function L(t), 0 ~< t ~< T, into a set of cycles {(x,y)~);
for example, see Definitions 1 and 2. The subscript ti indicates
that we consider only countable sets of cycles. Denote by
f(x,y) damage caused by a cycle (x,y)~. Assume f(x,y)>~ 0
and 02f(x,y)/OxOy ~ 0 for all x/> y.
For linear cumulative damage theory f(x,y)= N~-2y,
where N, is obtained from constant-amplitude fatigue data.
In applications one often finds an explicit expression for
N,_y, eg Nx-y = c(x-y) -~, 13I> 1. By Equation 1 the total
damage D(T) is given by
D(T) = ~ f((x,y),,) (4)
ti~ T
Obviously, given a cycle count {(x,y),), Equation 4 is
the computationally most convenient. However, for theoreti-
cal considerations and computation of expected damage, if
the function f is known explicitly, it is more convenient to
rewrite Equation 4. We begin with a definition of a counting
distribution of a cycle count.
Definition 3
Let L ( t ) , 0 ~ t ~ < T , be a load and {(x,y),) a cycle
count. Let N~(u, v ), u >! v, denote a counting distri-
bution function of a cycle count {(x,y)t) defined as
follows:
Int J Fatigue July 1993
 Nr(u,v)=#((x,y),,;ti~Tandx>u>--v>y} (5)
ie the number of cycles with top higher than u and
trough lower than v.
In the following we shall denote the counting distribution
of the rainflow and peak-trough counts by N ~ c and Nrvr
respectively.
Theorem 1
Consider a countable cycle count {(x,y)t) obtained from
a load L(t), 0 ~ t <~ T, with a counting distribution
Nr(u, v) and let the damage caused by a cycle (x,y)~,
fix,y), be a twice continuously differentiable function
such that #2f(x,y)/#xOy ~ 0 for all x t> y and fix,x) = O.
Then the total damage D(T) is finite and given by
D(T) = - Nr(u, v) ~ dudv
~i~qO
The proof is given in the Appendix.
It is an important fact that the diagonals Nr~C(u,u)
and N~r(u,u) are identical and equal to the number of
downcrossings of the level u by the load L(t). Further, for
fixed values of u, v the counting distribution N~r(u, v) of a
peak-trough count is equal to the number of peaks higher
than u such that the following trough is lower than v. It is
less obvious that for the rainflow count N~r C(u, v) is equal
to the number of downcrossings of the level u by L(t)
followed by a downcrossing of the level v without passing u
in between. (The proof of the last statement can be found in
Ref. 12.) Consequently
N~rr(u, v) ~ N~a:rC(u, v) (7)
for all u ~ v. By combining Equations 6 and 7 we obtain
the result that the damage due to rainflow count always
bounds the damage due to the peak-trough count.
We turn now to the expected damage for random loads.
Assume L(t), 0 ~< t ~< T, is a random load, and {(x,y),} is a
cycle count with counting distribution Nr(u, v). The total
damge D(t) is an increasing random process. Since the fatigue
failure time Tf is defined by D(T f) = 1, the failure probability
is given by
1"[7~ ~ 73 = I'[ D( T) ~ 1]
and hence the distribution of D(T) is of great importance.
However, in our setting of the problem, we define a
probabilistic structure of the load L(t) and since D(T) is a
complicated nonlinear function defined on L by Equation 4
or 6 the problem of computing P[D(T) >i 1] is extremely
hard.
The simplest estimator if, say, of 7~ is obtained by
using the moment method; that is, ff is the solution of the
moment equation E[D(ff)] = 1 and for stationary loads
if= 1 P0 = P[mk = uilMk = u~]
E[D(1)]"
In the following we shall call E[D(1)] the damage intensity.
Now, the expected damage is obtained by computing
the expectation of the integrals in Equation 6. By changing
the order of expectation and integration (this is allowed since
02
Ouovf(u, v) ~ 0
Int J Fatigue July 1993
for all u ~ v), the expected damage is given by
E[D(T)]=-fl E[N:r(U'v)]d2f(n'V)OuOvdudv
-f? E[Nz(u,u)]~],. du (8)
Consequently, while the counting distribution Nr(u, v)
defines the total damage, the expectation
t.*r(u, v) = E[Nr(u, 'v)]
will define the expected total damage. Obviously, for a
stationary load
u,~u, v) = T. u,,(., v)
In the following we shall omit the subscript 1. Since
t~T(u, v)/T is the expected number of cycles with peaks
higher than u and troughs lower than v in unit time, g.(u,
v) is called the count intensity.
In what follows, we assume that the loads are stationary
processes and denote by/z~C(u, v), /zrr(u, v) the counting
intensities of the rainflow and peak-trough counts, respect-
ively:
lzl"~C(u, v) = E[N~r C(u, v)]/T
~ ( u , v) = E[N~rr (u, v)]/T (9)
Algorithm for IxaFC(u, V): Markov chain
method
Consider a stationary, ergodic, load L(t) and let {Ms mi},
i = 1, 2 . . . . . be a sequence of pairs of peaks and the
following trough of the load L and ti the times of the
occurrence of peaks Mi. Obviously {(M~ mi),) forms a peak-
trough count with counting distribution N~(u, v) and
intensity ~rr(u, v). Similarly we can consider the cycles
formed by the peak Mi and the preceding trough mi-1, that
is, {(M~ mi-t)} wkh an intensity ~r'r(u, v), say. For time-
reversible loads /zrr(u, v ) = ~l'r(u, v). Assume that the
intensities /zrC(u, v), ).rr(u, v) are known. For example,
they can be estimated from the load or computed from the
probabilistic properties of L, as is possible for Ganssian
loads, for example, where /fir(u, v) can be accurately
computed from the power spectrum of the load using the
regression method. 13
The problem is to approximate the damage intensity
E[D(1)] due to the rainflow count. Since in practical
applications one measures the load in a discretized form we
assume that the sequence of turning points can take only a
finite number of discrete values.
Let u~, ui > ui+t, i = 1, 2, . .., n, be the discrete levels
and let P = (p#), 1~ = ~#) be (n, n)-matrices, where p#, ##
are the transition probabilities from peak to the following
trough and from trough to the following peak, respectively:
fi# = P[Mk = uilmk-, = ui]
The matrices P and P can be obtained from the intensities
/z~(u, v), /~,~(u, v), respectively; see algorithm given in
Ref. 11.
Now assuming that the sequence of turning points is a
Markov chain (see Ref. 14 for the discussion of various
properties of Markov chain models), the rainflow intensity
267
tz~c(u, v) is obtained by using simple matrix manipulations.
We turn now to the presentation of the Markov method.
For fixed indices (i, j), i < j , define the following
submatrices of P and P:
A=(pkt) i <~k<~j - 1 i + l<-l<~j
B = ~kl) i+l<~k<~j i <~l<~j-1
The matrix A contains the probabilities that peaks at
levels u~ ui+l . . . . . ui_l are followed by troughs at levels
ui+l, ui+2. . . . . ui and B the probabilities that troughs at
ui+l, ui+2. . . . . ui are followed by peaks at levels ui, ui+l,
• . ., /4~j~ 1 •
Further, for a fixed level ui, let
P = [Pk] = p,, , k = 1,2 ..... n
LI=j+1 J
The vector p/contains the conditional probabilities that a
maximum with height uk is followed by a minimum smaller
than ui.
Theorem 2
Under the general assumptions of this section, if the
peak-trough intensities/~rr(u, v), /2rr(u, v) are known
then for fixed values (u, v ) = (u, u/), the rainflow
intensity/zm~C(u, v) is given by
/~grC(u, v) =/zVr(u, v) + qB(I - AB)-le (12)
where A and B are defined by Equation 10, eT = [pi
pi+l" ".Pj-l] and q = [tzVr(u~ /¢/-1)- ]-LPT(Igi, UI)]'
i+l<~l<~j.
The proof is given in the Appendix.
Examples
In this section we shall use the Markov approximation,
Equation 12, to compute t~Rrc and E[D(1)] for different
load processes, such as a Gaussian load and Morison forces•
The examples are computed as follows. First, we simulate
a long sample path of a random load with specified probabilistic
structure. The rainflow and peak-trough counts are carried
out for that sample path. The rainflow count is used to
compute an estimate of the rainflow intensity, such as
/zr'rC(u, v) ~- N~r c(u, v ) / T =/Q(u, v ) ,
The damage intensity E[D(1)] is estimated by
e[o(1)]=-ff. ~o fit(u,v)oZf(u'V)dudvouov
af(u,v)
- f~olQ(u,u)~,= du
_ D(T)
T F(t) = Y'(t) + Y(t)[Y(t)[.
The accuracy of the numerical integration in Equation 14 is
checked by comparing the results with an alterative way of
compute D(T)/T; that is, using Equation 4 to calculate D(T).
The intensities tzrr and t2rr are estimated from the
sample path by replacing N ~ c in Equation 13 by N~rv and
N~v, respectively. The Markov transition matrices P, P are
computed from estimates of tzrr and /2rr, respectively.
Finally, the Markov approximation/2(u, v), say, of #V.FC is
computed using Theorem 2.
In order to check the correctness of the Markov approach
268
the counting intensities/V(u, v) and tg(u, v) are compared.
We also present plots of the estimated damage intensity,
D[D(1)], given by Equation 14, and computed expected
damage intensity, EM,rkov [D(1)], using the Markov method:
(10)
E M " k ° v [ D ( 1 ) ] = - - f l . ~,~ t2(u'v)O2f(u'V)dudvouOv
We shall assume throughout this section that the damage
function is flu, v) = (u - v) ~, u ~ v, 2 ~ ~ ~ 5.
Gaussian load with JONSWAP spectrum
The JONSWAP spectrum 15 is designed to fit empirical wave
(11) data from the North Sea and has the explicit form
f(a) =
As
[a[ ~< am
I
v. for
crb otherwise
We choose g = 9.81, a = 0.0029, fl = 1.25, Am = 0.075,
3' = 1, or, = 0.07, crb= 0.09 and we truncate the spectrum
at 0.2, ie a E [0,0.2], in order to guarantee the existence of
the second derivative of the process (it will he needed in the
definition of Morison force). Then we renormalize the
spectrum so that variances oar = Oar' = 1. The results pre-
sented in Fig. 3 show the applicability of the Markov method
for the load.
In Ref. 11 we present numerous examples showing that
the Markov chain approximation to the sequence of turning
points gives excellent agreement between computed expected
damage and simulated damage for Gaussian loads with various
spectral densities, as well as for some non-Gaussian loads
like ~-loads and a-stable symmetric loads, which are loads
with significant tails.
Morison force
A stochastic process F(t) is called a Morison force if it is
generated from a stationary Ganssian process Y(t) in the
following way:
F(t) = K, Y'(t) + Ka Y(t) IY(t)l,
(13) where /(1 and K2 are positive constants. See Ref. 15 for
discussion of the formula for the Morison force. We consider
two examples of the Morison force as follows.
Y(t) a Gaussian process with truncated
JONSWAP spectrum
Let Y(t) be a stationary, twice continuously differentiable
Ganssian process with truncated JONSWAP spectrum
(14)
described earlier and let E[Y(t)] = 0, tr//= oar, = 1. For
K, = K2 = 1, define the Morison force by
The results presented in Fig. 4 show the applicability of the
Markov method for the force.
Y(t) a Gaussian process with rectangular
spectrum
Let Y(t) be a stationary, twice continously differentiable
Gaussian process with rectangular spectrum
f(a) = [ 0, otherwise
Int J Fatigue July 1993
 Cycles
1

3 • . ".: : • .
:...- ~..
-~ ;':..:" . ..
2 . . "... ; , ; . ~ : . ' •.
.-.x~.;~....
" .'.':~Z'~'¢ : "
1 •"-:~'~ g . . • ...
• ~."',:.,,:"::.-'.....
"~'* q ?,~.'t "."
0
8.

-1

-2

-3

-4
J
4
a trough

Counting intensity Damage intensity

4 i 100

90
3
80
2
70
1
60
..~
0

40
-1
30
-2 /
20
-3
10

-4 I I
-4 6 , 2 2.5 315 ; 415 5
b v-~veb C b
Fig. 3 Gaussien load process with JONSWAP spectrum: (a) rainflow count; (b) contour plots of N(u, v) (solid line) and /z(u, v)
(dashed line); (c) estimated expected damage (solid line) and computed damage using Markov approximation (dashed line)

For KI : K2 = 1, define the Morison force as before by Acknowledgement

F(t) = Y'(t) + Y(t)[Y(t)[. The results presented in Fig. 5 show
the applicability of the Markov method for the force.
Conclusions
A new algorithm is proposed for computation of the expected
damage for stationary loads due to rainflow count, based on
a Markov chain approximation of the sequence of turning
points of the load. The results indicate that the description
of the variability of-the turning points of the load as a
Markov chain has a wide range of applications.
We should like to express our appreciation to Professor
Georg Lindgren for giving his time to the discussion of this
paper.
Appendix: p r o o f s of t h e o r e m s
Theorem 1
Consider a smooth load L(t), 0 ~< t <~ T, and let {(x, y),}
be a countable cycle count with distribution Nr(u, v). A
simple sufficient condition for a cycle count to be countable

Int J Fatigue July 1 9 9 3 268

 Cycles

15

10

:"'.i '..;i%-,.
' "'.V:,~.'"

-5

-10

-15

'
-15 '
-10 -~ 6 5' 1'0 '
15
a trough

Counting intensity x 104 Damage intensity

6
15

5
10

5 4

¢1
>
0 ~ 3

-5 2

-10
1

-15
'
-15 -i0 -; 0' ; '
10 1; o2 ,
2.5 3, - - - - ~3.5 4, ,
4.5 5

b v-levels C b

Fig. 4 Morison force when Y(t) is a Gaussian process with truncated JONSWAP spectrum: (a) 2054 rainflow cycles; (b) contour
plots of /0(u, v) (solid line) and /~(u, v) (dashed line); (c) estimated expected damage (solid line) and computed damage using
Markov approximation (dashed line)

is that Nr(u, u) is a b o u n d e d function of u. ~2 Denote by where 1A(x.y)(U, v) is an indicator function of the set A(x, y).
A(x, y), x > y, the following set: N o w , using Equations 4 and 15:
a(x,y)= ((u,v);x>u>~v>y}
D(T) = ~ f((x, y)t)
Let fix, y) be a damage caused by a cycle (x, y)t. Since f(x, ti~T
x) = 0, we have that for any x I> y

f(x,y)=-ff.~o la(x,y)(u,v)°Zf(u'V)dudvouOv = - ,~r la(x,y)~ (u, v)

- f~ l~,(~,,y,(u,u)~ ,~=,,du (15) - f~=( ~rla(x,Y',,(u'u)) ~ ==.du

270 Int J Fatigue July 1993

 Cycles

10
• . . .': . . .
• . '..'...~...:"..
• - ....-.?,f':-.
• " • : =:. : ~;~:::b4t. • "
:. /
0

-5

-10

I I
-io -5 0 ,'o
a
trough

Counting intensity xl0 4 Damage intensity

5

I0 4.5

5 3.5

3 :

-,°> ~ 2.5 ::

2
-5 1.5

-I0
0.5

-10 -5 0 5 ll0 02 2:5 3 3.5 4 4.5 5

b ,-le,e~ c b

Fig. 5 Morison force when YIt) is a Gaussian process with rectangular spectrum: (a) 1958 rainflow cycles; (b) contour plots of
N(u, v) (solid line) and /.L(u, v) (dashed line); (c) estimated expected damage (solid line) and computed damage using Markov
approximation (dashed line)

since o2f(u,v)/OuOv <~ O, Of(u,v)/Ovl.=. ~ 0 for all u t> v,

and we can change the integration and summation operations. h~rFC(u, v) = Nr~Tr(u, v) + ~/ r~_rl~
"<,v/ K~(u,
qr(1)v;l)
This finishes the proof, since l=i+l

NT(u, v) = ~ l~(.,y),, (u, v), u ~ v where NPT(u, v) is the peak-trough counting distribution;
ti~ T Q~(I) is the number of peaks greater than u such that the
following trough is equal to ua K~(u, v; l) is the number of
Theorem 2 peaks greater than u such that the following trough is equal
to u~ and the subsequent turning points cross v before u.
As mentioned above after the statement of Theorem 1, the Now, by ergodicity of L(t) we have
rainflow counting distribution Nr~C(u, v), u t> v is equal to
the number of u-downcrossings followed by the downcrossing
N~r (,,, v) J Qr(/) Kr0,, v;/)
of v without crossing u in between. Consider fixed values ~aFC(u'v)= T-~®lim T + l-i+,
~ rlim T Qr(l)
(u, v) = (u~ uj), i < j. Using the concept of turning points
it is easy to see that

Int J F a t i g u e J u l y 1 9 9 3 271
 / metals subject to varying stress - prediction of fatigue
= ~."~(~,, v) + Y~ (a~r(., "t-,) - ~ ( ~ ' , "l))" lives' Preliminary Proc Chugoku-Shikoku District Meeting,
l=i+1 1967 (Japan Society of Mechanical Engineers, November
1967) pp 41-44
[{mi}i~,2 crosses v before I 1
(16) 4. Rychlik, I. 'A new definitioon of the rainflow cycle
"P [{Mi}iu.2 crosses u M1 > u, m t = ut J counting method' Int J Fatigue 9 (1987) pp 119-121
For general loads the conditional probability in Equation 5. Lindgren, G. and Ry©hlik, I. 'Rainflow cycle distribution
for fatigue life prediction under Gaussian load processes'
16 is difficult to compute. However, if (Mu rni} is a Markov Fatigue Fract Eng Mater Struct 10 (1987) pp 251-260
chain then
6. Rychlik, I. 'Rainflow cycle distribution for ergodic load
processes' SIAM J Appl Math 48 (1988) pp 662-679
P [ {ml}~'2 cr°sses v bef°re I ]
[ (~/i}i~'2 crosses u M, > u, ml = ut 7. Rychlik, I. 'Simple approximations of the rain-flow-cycle
distribution for discretized random loads' Probabilistic
= p [{mi}i~z crosses v before
. {Mi}i~.2 crosses u rnl - uzj
] 8.
Eng Mech 4 (1989) pp 40-48
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= ~ pk (,,l),
k=o 9. Krenk, S. and Gluver, H. 'A Markov matrix for fatigue
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where, for fixed (u, v) Report 1989:388 (The Danish Centre for Applied Math-
ematics and Mechanics Lyngby, Denmark, 1989)
p,(ut) = l~m2 < v, M2 < u lm~ = m] = [Be]~
10. Rychlik, I. 'Rainflow cycles in Gaussian loads' Fatigue
pk(ut) = P[rnk+, < v, Mk+, < u, v ~ m i < M i < u Fract Eng Mater Struct 15 (1992) pp 57-72
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Statistics, University of Lund 1992) pp 1-60
= [B(AB)k-te]z
12. Rychlik, I. 'Note on cycle counts in irregular loads' Stat
Consequently, since 2~=0pk(ul) = [B(I - AB)-le]I Res Report 1992:1 (Dept of Mathematical Statistics,
University of Lund 1992) pp 1-15; to be published in
/ Fatigue Fract Eng Mater Struct 18
/z~C(u, v) =/zVr(u, v) + ~ qCl)[B(I - A a ) - l e ] t 13. Undgren, G. end Rychlik, I. 'Slepian models and
l=i+ 1 regression approximations in crossing and extreme value
theory' Int Star Rev 59 (199t) pp 195-225
-- ¢Lr'T(u, V) + qB(I - AB)-~e
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272 Int J Fatigue J u l y 1993