Consider a sequence ($X_{k}\colon k\geq 0$) of regularly varying independent and identically distributed random variables with mean 0 and finite variance. We develop ...
An importance sampling procedure is developed to approximate the distribution of an arbitrary function of the eigenvalues for a matrix beta random matrix or a Wishart random matrix. The procedure is ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback