Integrals which are individually singular, but which may be combined to yield convergent expressions, are needed for computations of relativistic effects and various properties of atomic and ...
Abstract: In this paper, we consider the rare-event simulation of integrals of exponential functions of smooth Gaussian random processes. In particular, we design importance sampling estimators that ...
Mathematics of Computation, Vol. 28, No. 126 (Apr., 1974), pp. 613-615 (7 pages) A new integral representation is derived for the expression $J_0(z)J_0(Z) + Y_0(z ...
Abstract: In this paper, we consider the rare-event simulation of integrals of exponential functions of smooth Gaussian random processes. In particular, we design importance sampling estimators that ...