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 proceeding › Conference contribution › Academic › peer-review

Original language	English
Title of host publication	Proceedings Winter Simulation Conference (WSC 2015)
Place of Publication	Huntington Beach, CA
Publisher	WSC
Publication status	Published - 2015
Event	Winter Simulation Conference (WSC 2015) - Huntington Beach, CA Duration: 1 Jan 2015 → 1 Jan 2015

Conference	Winter Simulation Conference (WSC 2015)
Period	1/01/15 → 1/01/15

Access to Document

@inproceedings{5133d3f7d24447fa962ba6130270e5b2,

title = "Tail distribution of the maximum of correlated Gaussian random variables",

author = "A.A.N. Ridder and Z. Botev and M.R.H. Mandjes",

year = "2015",

language = "English",

booktitle = "Proceedings Winter Simulation Conference (WSC 2015)",

publisher = "WSC",

note = "Winter Simulation Conference (WSC 2015) ; Conference date: 01-01-2015 Through 01-01-2015",

}

TY - GEN

T1 - Tail distribution of the maximum of correlated Gaussian random variables

AU - Ridder, A.A.N.

AU - Botev, Z.

AU - Mandjes, M.R.H.

PY - 2015

Y1 - 2015

M3 - Conference contribution

BT - Proceedings Winter Simulation Conference (WSC 2015)

PB - WSC

CY - Huntington Beach, CA

T2 - Winter Simulation Conference (WSC 2015)

Y2 - 1 January 2015 through 1 January 2015

ER -