Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields (Q5086996)
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scientific article; zbMATH DE number 7554594
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| English | Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields |
scientific article; zbMATH DE number 7554594 |
Statements
Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields (English)
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8 July 2022
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exponential integral
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Asmussen-Kroese estimator
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logarithmically efficient estimators
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rare event simulation
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0.863269567489624
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0.8599302768707275
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0.8565549254417419
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0.8275306820869446
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