Random fields and Gaussian processes constitute fundamental frameworks in modern probability theory and spatial statistics, providing robust tools for modelling complex dependencies over space and ...
This is a preview. Log in through your library . Abstract Let ε₁, ...., εn be independent identically distributed Rademacher random variables, that is ℙ{εi = ±1} = 1/2. Let Sn = a₁ε₁ + ... + anεn, ...
ARCHIL GULISASHVILI, PETER TANKOV, Tail behavior of sums and differences of log-normal random variables, Bernoulli, Vol. 22, No. 1 (February 2016), pp. 444-493 ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...