Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables

DOI10.1145/1225275.1225278zbMath1478.62054OpenAlexW2065490365MaRDI QIDQ4565380

Rajeeva L. Karandikar, Sandeep Juneja, Perwez Shahabuddin

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1225275.1225278

zbMATH Keywords

importance samplingtail asymptoticsPERT networksrare event simulation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sums of independent random variables; random walks (60G50) Stochastic network models in operations research (90B15)

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