A mixed, partially numerical, partially analytical approach is used in this
paper to determine the lifetime probability distribution of a structural e
lement subjected to stochastic loading with overloading pulse trains of ran
dom intensity, random duration and random time of occurrences. The analysis
is based on two features: Markov property of extremes of stationary stocha
stic processes and block structure of the fatigue damage process reflecting
the discrete memory marked by successive overloads. A simulation procedure
is restricted to simple numerical procedure that provides all necessary pa
rameters corresponding with the retardation phases after random single over
loading and after random overloading pulses. The approach leads eventually
to analytical form of probability distribution of the fatigue lifetime whil
e the retardation effects due to compound stochastic loading as well as the
random material properties are taken into account. (C) 1999 Elsevier Scien
ce S.A. All rights reserved.