Pseudo Excitation Method (PEM) as a highly efficient and accurate algorithm series of stationary and nonstationary random vibration of structures has been widely used in China. Some well- concerned problems such as the seismic analysis of long-span bridges subjected to differential ground excitations, wind-induced flutter-buffet analysis of slender structures based on 3D finite element modeling have been solved and applied in some important projects taking place in China. Previously, bridges with the main span longer than 150 m were excluded in the 〈〈Specifications of Earthquake Resistant Design for Highway Engineering〉〉 (1989). Since 2008, this official document was replaced by 〈〈Guidelines for Seismic Design of Highway Bridges〉〉, in which PEM is recommended as a basic tool for seismic analysis of long-span bridges. In the design of high speed trains, random vibration can not be effectively analyzed by the traditional approach. The PEM has recently been used instead and some important progresses have been obtained.