Efficient simulation for tail probabilities of Gaussian random fields - researchr publication authors

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Robert J. Adler, Jose Blanchet, Jingchen Liu. Efficient simulation for tail probabilities of Gaussian random fields. In Scott J. Mason, Raymond R. Hill, Lars Mönch, Oliver Rose, Thomas Jefferson, John W. Fowler, editors, Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008. pages 328-336, WSC, 2008. [doi]

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