Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables (Q4565380)
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scientific article; zbMATH DE number 6886440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables |
scientific article; zbMATH DE number 6886440 |
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Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables (English)
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12 June 2018
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PERT networks
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importance sampling
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rare event simulation
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tail asymptotics
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