Uniformly efficient simulation for extremes of Gaussian random fields

DOI10.1017/jpr.2018.11zbMath1401.65011arXiv1708.09030OpenAlexW2962931176MaRDI QIDQ4684932

Gongjun Xu, Xiaoou Li

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.09030

zbMATH Keywords

importance samplingGaussian random fieldrare event

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Monte Carlo methods (65C05)

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