Tail distribution of the maximum of correlated Gaussian random variables

A.A.N. Ridder, Z. Botev, M.R.H. Mandjes

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Original languageEnglish
Title of host publicationProceedings Winter Simulation Conference (WSC 2015)
Place of PublicationHuntington Beach, CA
Publication statusPublished - 2015
EventWinter Simulation Conference (WSC 2015) - Huntington Beach, CA
Duration: 1 Jan 20151 Jan 2015


ConferenceWinter Simulation Conference (WSC 2015)

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