Analytical solutions are presented regarding probability density distributions of various response parameters of a lightly damped oscillator. The oscillator is subjected to a broad-band stochastic excitation which possesses a time-variant power spectrum. The analytical solutions are derived by utilizing appropriate Fokker-Planck equations which govern Markovian approximations of the response parameters considered. The reliability of the approximate analytical solution is tested by using pertinent data generated by a digital Monte Carlo study.

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