Rare-event simulation and efficient discretization for the supremum of Gaussian random fields (Q3450509)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rare-event simulation and efficient discretization for the supremum of Gaussian random fields |
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Rare-event simulation and efficient discretization for the supremum of Gaussian random fields (English)
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6 November 2015
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Gaussian random fields
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high-level excursions
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Monte Carlo simulation
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tail distribution
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