most recent 30 from http://mathoverflow.net 2013-05-24T13:10:59Z http://mathoverflow.net/feeds/user/16290 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/63490/maximum-of-gaussian-random-variables/69705#69705 Karadi 2011-07-07T11:50:32Z 2011-07-07T11:50:32Z

<p>C.E.Clark's paper on Maximum of a finite set of random variables provides a reasonable closed form approximation. You can always write max(x1,x2,x3) as max(x1,max(x2,x3)). Clark's paper basically uses this fact and tries to create a chain for finite number of variables</p>