Load Combinations and Clustering Effects

The probability of a first‐excursion failure under individual and combined loading is estimated. First‐order results and upper bounds are constructed from the probability density and mean upcrossing rate functions of each response. Nonergodic and nonstationary effects within load events are included. Second‐order reliability estimates are also presented, accounting for the tendency of threshold crossings to occur in clusters. Various sources of such clustering are identified, and their effects on the failure rate quantified. Extensions to the cases of dependent loads and fatigue‐related failures are examined briefly.