In this paper, we extend Stein's method to the distribution of the product of n independent mean zero normal random variables. A Stein equation is obtained for this class of distributions, which ...
It is shown that under fairly mild conditions linear combinations of independent normally distributed random variables with random coefficients tend to zero almost everywhere. The result is applied to ...
Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties. These mathematical constructs are used to rigorously ...
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