We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...

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 ...

This is a preview. Log in through your library . Publisher Information The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and ...

Probability Distribution Notes: Probability is a fundamental aspect of mathematics that helps us understand and quantify uncertainty. Mastery of this subject is essential for students, as it has ...