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WSC
2008
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Modeling And Simulation
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WSC 2008
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Efficient simulation for tail probabilities of Gaussian random fields
15 years 5 months ago
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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...
Robert J. Adler, Jose Blanchet, Jingchen Liu
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