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DOI: 10.23952/cot.2025.19
Received February 17, 2024; Accepted May 2, 2024; Published online February 17, 2025
Abstract. We study the relative accuracy of methods of computation of probabilities by integration, and by averaging simulated values when probabilities are expressed as expectations. A final unrelated section recounts the interaction of one of the authors with Gene Golub, and Gene’s interaction with Google.
How to Cite this Article:
T. Fung, E. Seneta, Numerical analysis of extreme probabilities and the law of large numbers, Commun. Optim. Theory 2025 (2025) 19.