Asymptotics and fast simulation for tail probabilities of maximum of sums of few random variables.
Sandeep JunejaR. L. KarandikarPerwez ShahabuddinPublished in: ACM Trans. Model. Comput. Simul. (2007)
Keyphrases
- random variables
- probability distribution
- conditional probabilities
- joint probability distribution
- graphical models
- latent variables
- stochastic optimization problems
- bayesian networks
- distribution function
- marginal distributions
- graphical structure
- conditional independence
- joint distribution
- sufficient conditions
- conditional distribution
- independent and identically distributed
- probabilistic graphical models
- joint probability distributions
- probability density
- stochastic processes
- directed acyclic graph
- lead time
- conditional distributions
- identically distributed
- markov chain
- belief networks
- probability density function
- conditionally independent
- probabilistic model