Abstract
A theory based on Markovian principles and transition probability description is presented here to predict the statistics of the ordered peaks in a random process. It takes into account the statistical dependence 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 to a first passage problem. Digital simulation has been carried out to validate the analytical results. The effects of governing parameters on the statistics of various orders of peaks have also been studied.
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