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On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise
Xiaoou Li
, Jingchen Liu, Gongjun Xu
Statistics (Twin Cities)
Research output
:
Contribution to journal
›
Article
›
peer-review
2
Scopus citations
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Business & Economics
Random Field
100%
Tail Probability
99%
Integral
55%
Risk Analysis
53%
Portfolio Risk
37%
Approximation
27%
Performance
12%
Mathematics
Tail Probability
77%
Random Field
67%
Risk Analysis
44%
Converge
41%
Percent
39%
Asymptotic Approximation
36%
Limiting
26%
Performance
19%
Zero
16%
Engineering & Materials Science
Risk analysis
72%