Efficient Monte Carlo for high excursions of Gaussian random fields
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Publication:433910
DOI10.1214/11-AAP792zbMath1251.60031arXiv1005.0812OpenAlexW2141159152MaRDI QIDQ433910
Robert J. Adler, Jingchen Liu, Jose H. Blanchet
Publication date: 8 July 2012
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.0812
Random fields (60G60) Gaussian processes (60G15) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)
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