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
PublisherWSC
Publication statusPublished - 2015
EventWinter Simulation Conference (WSC 2015) - Huntington Beach, CA
Duration: 1 Jan 20151 Jan 2015

Conference

ConferenceWinter Simulation Conference (WSC 2015)
Period1/01/151/01/15

Cite this

Ridder, A. A. N., Botev, Z., & Mandjes, M. R. H. (2015). Tail distribution of the maximum of correlated Gaussian random variables. In Proceedings Winter Simulation Conference (WSC 2015) Huntington Beach, CA: WSC.