On the Tail Asymptotics of Exponential Integrals of Gaussian Random Fields with Small Noise: Li, Xiaoou, Jingchen Liu and Gongjun Xu, Mathematics of Operations Research, 41(1) 236-246, 2016.
Rare-event Simulation and Efficient Discretization for the Supremum of Gaussian Random Fields. : Li, Xiaoou, Jingchen Liu, Advances in Applied Probability, 47 787 - 816, 2015.
Generalized Sequential Probability Ratio Test: Li, Xiaoou, Jingchen Liu and Zhiliang Ying, Sequential Analysis, 33 539-563, 2014.