Distribution of the maximum of a Gaussian process by a Monte Carlo method

DOI10.1016/S0022-460X(87)80196-7MaRDI QIDQ2879754zbMATHOpenAlexFDO

Authors A. M. Hasofer

Publication date 5 April 2012

Published in Journal of Sound and Vibration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0022-460x(87)80196-7

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Gaussian processes (60G15)

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