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math.PR2025
Asymptotic expansions relating to the distribution of the product of correlated normal random variables
Robert E. Gaunt, Zixin Ye
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally…
math.PR2024
Asymptotic approximations for the distribution of the product of correlated normal random variables
Robert E. Gaunt, Zixin Ye
We obtain asymptotic approximations for the probability density function of the product of two correlated normal random variables with non-zero means and arbitrary variances. As a…