A MARKOVIAN APPROACH TO ORDERED PEAK STATISTICS

A theory based on Markovian principles and transition probability desc ription is presented here to predict the statistics of the ordered pea ks in a random process. It takes into account the statistical dependen ce that exists between the peaks in a single time history. The theory is more general than the other existing theories and, in special cases , it is shown to lead to the independent order statistics as well as t o a first passage problem. Digital simulation has been carried out to validate the analytical results. The effects of governing parameters o n the statistics of various orders of peaks have also been studied.