22 search results - page 1 / 5 » Efficient simulation for tail probabilities of Gaussian rand... |
WSC
2008
13 years 7 months ago
2008
We are interested in computing tail probabilities for the maxima of Gaussian random fields. In this paper, we discuss two special cases: random fields defined over a finite number...
SIAMSC
2010
12 years 11 months ago
2010
Infinitely divisible random vector without Gaussian component admits representations of shot noise series. Due to possible slow convergence of the series, they have not been inves...
ICC
2007
IEEE
13 years 11 months ago
2007
IEEE
—Finding the distribution of the sum of lognormal We assume in this paper that the terms Yi are independent. The random variables is an important mathematical problem in probabil...
WSC
2007
13 years 7 months ago
2007
Much of the rare-event simulation literature is concerned with the development of asymptotically optimal algorithms. Because of the difficulties associated with applying these id...
CORR
2008
Springer
13 years 5 months ago
2008
Springer
This paper is devoted to the study of the performance of the linear minimum mean-square error (LMMSE) receiver for (receive) correlated multiple-input multiple-output (MIMO) system...