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 ...
The Monthly publishes articles, as well as notes and other features, about mathematics and the profession. Its readers span a broad spectrum of mathematical interests, and include professional ...
Stein's method has emerged as a critical framework in the study of distributional approximations, providing quantitative bounds between probability distributions through the formulation and solution ...
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