A consequence of nonlinearities is a multi-harmonic response via a mono-harmonic excitation. A similar phenomenon also exists in random vibration. The power spectral density (PSD) analysis of random vibration for nonlinear systems is studied in this paper. The analytical formulation of output PSD subject to the zero-mean Gaussian random load is deduced by using the Volterra series expansion and the conception of generalized frequency response function (GFRF). For a class of nonlinear systems, the growing exponential method is used to determine the first 3rd-order GFRFs. The proposed approach is used to achieve the nonlinear system's output PSD under a narrow-band stationary random input. The relationship between the peak of PSD and the para...