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 ...

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 ...

Dr. James McCaffrey presents a complete end-to-end demonstration of linear regression with two-way interactions between ...

Abstract: This paper introduce analytic solution for the problem of decorrelation of two complex random variables. The complex probability approach was described in the work. The complex cumulants and ...