Cover Image

Asymptotic approximations for the distribution of the product of correlated normal random variables

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Gaunt, Robert E., Ye, Zixin
Format:	Preprint
Published:	2023
Subjects:	Probability Classical Analysis and ODEs Primary 41A60, 60E05, 62E15
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Asymptotic expansions relating to the distribution of the product of correlated normal random variables
by: Gaunt, Robert E., et al.
Published: (2024)

The distribution of the product of independent variance-gamma random variables
by: Gaunt, Robert E., et al.
Published: (2024)

The distribution of the ratio of products of independent zero mean normal random variables
by: Gaunt, Robert E., et al.
Published: (2026)

On the product of correlated normal random variables and the noncentral chi-square difference distribution
by: Gaunt, Robert E.
Published: (2024)

A Stein characterisation of the distribution of the product of correlated normal random variables
by: Gaunt, Robert E., et al.
Published: (2024)

The variance-gamma product distribution
by: Gaunt, Robert E., et al.
Published: (2025)

On generating functions of Hausdorff moment sequences
by: Liu, Jian-Guo, et al.
Published: (2014)

On the cumulative distribution function of the variance-gamma distribution
by: Gaunt, Robert E.
Published: (2023)

Asymptotic analysis of the normal inverse Gaussian cumulative distribution
by: Temme, Nico M.
Published: (2025)

The non-central gamma sum and difference distributions: exact distribution and asymptotic expansions
by: Gaunt, Robert E., et al.
Published: (2026)

Results on comparison and sub/super-stabilizability of some new means
by: Mihoković, Lenka, et al.
Published: (2024)

Large deviations and fluctuations of real eigenvalues of elliptic random matrices
by: Byun, Sung-Soo, et al.
Published: (2023)

Linear combination of bilateral gamma random variables: distributional theory and approximations
by: Barman, Kalyan, et al.
Published: (2026)

Infinite Divisibility of the Product of Two Correlated Normal Random Variables and Exact Distribution of the Sample Mean
by: Gaunt, Robert E., et al.
Published: (2024)

Strong Converse Inequalities for Bernstein Polynomials with Explicit Asymptotic Constants
by: Adell, José A., et al.
Published: (2024)

Smoothing of the higher-order Stokes phenomenon
by: Howls, Chris J., et al.
Published: (2024)

Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
by: Daly, Fraser
Published: (2020)

Orthogonal polynomials in the normal matrix model with two insertions
by: Kieburg, Mario, et al.
Published: (2024)

Asymptotic expansions of stable, stabilizable and stabilized means with applications
by: Mihoković, Lenka
Published: (2023)

On the Lebesgue measure of one generalised set of subsums of geometric series
by: Makarchuk, Oleg, et al.
Published: (2024)

A novel asymptotic technique for integrals involving the Hankel contour and the Bleistein asymptotic formula
by: Fokas, A. S., et al.
Published: (2026)

Biasing with an independent increment: Gaussian approximations and proximity of Poisson mixtures
by: Daly, Fraser
Published: (2025)

On the rates of pointwise convergence for Bernstein polynomials
by: Adell, José A., et al.
Published: (2024)

On mixed partial derivatives of modified Bernstein-Stancu polynomials for functions of several variables
by: Mazutskiy, N. M., et al.
Published: (2022)

Absolute moments of the variance-gamma distribution
by: Gaunt, Robert E.
Published: (2024)

Complete asymptotic expansions of the Humbert function $Ψ_1$ for two large arguments
by: Hang, Peng-Cheng, et al.
Published: (2024)

Edge Behavior of Higher Complex-Dimensional Determinantal Point Processes
by: Molag, L. D.
Published: (2022)

On some mixtures of the Kies distribution
by: Zaevski, Tsvetelin, et al.
Published: (2024)

Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)

Lerch $Φ$ asymptotics
by: Daalhuis, Adri B. Olde
Published: (2023)

A Riemann-Hilbert Approach to Asymptotic Analysis of Toeplitz+Hankel Determinants II
by: Gharakhloo, Roozbeh, et al.
Published: (2025)

Comparison of Gini means with fixed number of variables
by: Grünwald, Richárd, et al.
Published: (2024)

Asymptotics of matrix orthogonal polynomials on the real line
by: Deaño, Alfredo, et al.
Published: (2025)

On the characteristic function of the asymmetric Student's $t$-distribution and an integral involving the sine function
by: Gaunt, Robert E.
Published: (2026)

Sharp inequalities for symmetric polynomials, Hunter's conjecture, and moments of exponential random variables
by: Brazitikos, Silouanos, et al.
Published: (2025)

Empirical Approximation of $L_p$ Norms
by: Dai, Feng, et al.
Published: (2026)

A new form of asymptotic expansion for non-smooth differential equations with time-decaying forcing functions
by: Hoang, Luan
Published: (2023)

A series of definite integrals involving upper incomplete Gamma functions
by: Barczy, Matyas, et al.
Published: (2025)

Stein's method for asymmetric Laplace approximation
by: Daly, Fraser, et al.
Published: (2025)

Approximations for the number of maxima and near-maxima in independent data
by: Daly, Fraser
Published: (2025)