Geodesic
Modelling the tail of a normal distribution
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 2, pp. 488-493

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It is proposed to model the tail of a normal distribution by using an algorithm consisting of modelling in a special way a terminating Markov chain. The algorithm is compared with earlier ones. 
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     author = {A. {\CYRA}. Zhiglyavskii},
     title = {Modelling the tail of a normal distribution},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {488--493},
     publisher = {mathdoc},
     volume = {23},
     number = {2},
     year = {1983},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a25/}
}
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A. А. Zhiglyavskii. Modelling the tail of a normal distribution. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 2, pp. 488-493. http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a25/