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Efficient Monte Carlo for high excursions of Gaussian random fields
Adler, Robert J., Blanchet, Jose H., Liu, JingchenVolume:
22
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/11-AAP792
Date:
June, 2012
File:
PDF, 388 KB
english, 2012