A fast and accurate numerical method for the left tail of sums of independent random variables (Q6657807)
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scientific article; zbMATH DE number 7962600
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast and accurate numerical method for the left tail of sums of independent random variables |
scientific article; zbMATH DE number 7962600 |
Statements
A fast and accurate numerical method for the left tail of sums of independent random variables (English)
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7 January 2025
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independent random variables
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left tail
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rare events
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discrete convolution
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Newton-Cotes rules
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fast Fourier transform
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