With the increasing load and speed of trains, the problems caused by various random excitations (such as safety and passenger comfort) have become more prominent and thus arises the necessity to analyze stochastic dynamical systems, which is important in both academic and engineering circles. The existing analysis methods are inadequate in terms of computational accuracy, computational efficiency, and applicability in solving complex problems. For that, a new efficient and accurate method is used in this paper, suitable for linear and nonlinear random vibration analysis of large structures as well as static and dynamic reliability assessment. It is the direct probability integration method, which is extended and applied to the random vibration reliability analysis of dynamical systems. Dynamical models of the dynamic system and coupled system “three-car vehicle-rail-bridge” are established, the time-varying differential equations of motion are derived in detail, and the dynamic response of the system is calculated using the explicit Newmark algorithm. The simulation results show the influence of the number of representative points on the smoothness of the image of the probability density function and the accuracy of the calculation results.