A number of special representations are considered for the joint distribution of qualitative, mostly binary, and quantitative variables. In addition to the conditional Gaussian models and to ...

SIAM Journal on Applied Mathematics, Vol. 18, No. 4 (Jun., 1970), pp. 721-737 (17 pages) The probability density functions of products of independent beta, gamma and central Gaussian random variables ...

CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...

In the first part of the course, we will start with an introduction to the Gaussian free field (GFF), which is an object which has been at the heart of some recent groundbreaking developments in ...

Random analytic functions are a fundamental object of study in modern complex analysis and probability theory. These functions, often defined through power series with random coefficients, exhibit ...

In this paper we consider the large homogeneous portfolio (LHP) approximation with a two-factor Gaussian copula and random recovery rate. In addition, we assume that the earlier the default occurs, ...