17 citations · 36 across the 12 of their papers we have counts for
Showing 2017 · math.PRShow all
2 papers · 2 filters
math.PR2017
Uniformly Efficient Simulation for Extremes of Gaussian Random Fields
Xiaoou Li, Gongjun Xu
This paper considers the problem of simultaneously estimating rare-event probabilities for a class of Gaussian random fields. A conventional rare-event simulation method is usually…
math.PR2017
Moderate Deviation for Random Elliptic PDEs with Small Noise
Xiaoou Li, Jingchen Liu, Jianfeng Lu +1
Partial differential equations with random inputs have become popular models to characterize physical systems with uncertainty coming from, e.g., imprecise measurement and intrinsi…