Open AccessEstimating tail probabilities of random sums of scale mixture of phase-type random variables
Author(s) -
Hui Yao,
Thomas Taimre
Publication year - 2021
Publication title -
modsim2021, 24th international congress on modelling and simulation.
Language(s) - English
Resource type - Conference proceedings
DOI - 10.36334/modsim.2021.a1.yao
Subject(s) - scale (ratio) , type (biology) , random variable , statistical physics , statistics , computer science , mathematics , physics , geology , quantum mechanics , paleontology
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