Efficient simulation for tail probabilities of Gaussian random fields

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]

@inproceedings{AdlerBL08,
  title = {Efficient simulation for tail probabilities of Gaussian random fields},
  author = {Robert J. Adler and Jose Blanchet and Jingchen Liu},
  year = {2008},
  doi = {10.1109/WSC.2008.4736085},
  url = {http://dx.doi.org/10.1109/WSC.2008.4736085},
  researchr = {https://researchr.org/publication/AdlerBL08},
  cites = {0},
  citedby = {0},
  pages = {328-336},
  booktitle = {Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008},
  editor = {Scott J. Mason and Raymond R. Hill and Lars Mönch and Oliver Rose and Thomas Jefferson and John W. Fowler},
  publisher = {WSC},
  isbn = {978-1-4244-2708-6},
}