Zdravko I. Botev, Michel Mandjes, Ad Ridder. Tail distribution of the maximum of correlated gaussian random variables. In Proceedings of the 2015 Winter Simulation Conference, Huntington Beach, CA, USA, December 6-9, 2015. pages 633-642, IEEE/ACM, 2015. [doi]
@inproceedings{BotevMR15,
title = {Tail distribution of the maximum of correlated gaussian random variables},
author = {Zdravko I. Botev and Michel Mandjes and Ad Ridder},
year = {2015},
url = {http://dl.acm.org/citation.cfm?id=2888690},
researchr = {https://researchr.org/publication/BotevMR15},
cites = {0},
citedby = {0},
pages = {633-642},
booktitle = {Proceedings of the 2015 Winter Simulation Conference, Huntington Beach, CA, USA, December 6-9, 2015},
publisher = {IEEE/ACM},
isbn = {978-1-4673-9741-4},
}