Uniformly efficient simulation for extremes of Gaussian random fields (Q4684932)

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scientific article; zbMATH DE number 6943633
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Uniformly efficient simulation for extremes of Gaussian random fields
scientific article; zbMATH DE number 6943633

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    Uniformly efficient simulation for extremes of Gaussian random fields (English)
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    26 September 2018
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    rare event
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    importance sampling
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    Gaussian random field
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