The analytical expressions for the probability densities of the cumulative fatigue damage and fatigue life and for the reliability function are obtained for a mechanical or structural component subject to stationary random stress process on the basis of a stochastic theory of fatigue damage accumulation proposed by the first author and his co-worker and the Morrow’s nonlinear damage rule. The comparison between the results from Morrow’s and Palmgren-Miner’s damage rules for the case when the stress is a narrow-band stationary Gaussian process with zero mean is made and some important conclusions are drawn.

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