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

Sandeep Juneja, R. L. Karandikar, Perwez Shahabuddin. Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables. ACM Trans. Model. Comput. Simul., 17(2):7, 2007. [doi]

Abstract

Abstract is missing.