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Distribution of the maximum of a gaussian process by a monte carlo method - MaRDI portal

Distribution of the maximum of a gaussian process by a monte carlo method

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Publication:2879754

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DOI10.1016/S0022-460X(87)80196-7zbMath1235.65006OpenAlexW1970189116MaRDI QIDQ2879754

A. M. Hasofer

Publication date: 5 April 2012

Published in: Journal of Sound and Vibration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0022-460x(87)80196-7

Mathematics Subject Classification ID

Gaussian processes (60G15) Monte Carlo methods (65C05)

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