On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields

DOI10.1214/13-AAP960zbMath1311.65007arXiv1204.5546MaRDI QIDQ2511562

Jingchen Liu, Gongjun Xu

Publication date: 6 August 2014

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.5546

zbMATH Keywords

algorithmGaussian processchange of measureGaussian random fieldefficient simulation

Mathematics Subject Classification ID

Related Items (9)

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