13 citations · 14 across the 20 of their papers we have counts for
5 papers · 2 filters
On Pólya's random walk constants
Robert E. Gaunt, Saralees Nadarajah, Tibor K. Pogány
A celebrated result in probability theory is that a simple symmetric random walk on the -dimensional lattice is recurrent for and transient for .…
A probabilistic proof of some integral formulas involving incomplete gamma functions
Robert E. Gaunt
The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals $\int_0^\infty x^{-2ν}\cos(bx)γ(…
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…
On the cumulative distribution function of the variance-gamma distribution
Robert E. Gaunt
We obtain exact formulas for the cumulative distribution function of the variance-gamma distribution, as infinite series involving the modified Bessel function of the second kind a…
The variance-gamma ratio distribution
Robert E. Gaunt, Siqi Li
Let and be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio is derived. Some basic d…