Robert E. Gaunt

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20182026

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math.PR2026

Stein's method for the symmetric matrix normal distribution with an application to the approximation of the Wishart law

Robert E. Gaunt, Frédéric Ouimet

In this paper, we extend Stein's method to the symmetric matrix normal distribution. In particular, we obtain a Stein characterization of the symmetric matrix normal distribution i…

math.PR2026

The distribution of the ratio of products of independent zero mean normal random variables

Robert E. Gaunt, Heather L. Sutcliffe

Let $X_{1}, \dots, X_{M}$ and $Y_{1}, \dots, Y_{N}$ be independent zero mean normal random variables with variances $σ_{X_{i}}^{2}$ , $i = 1, \dots, M$ , and $σ_{Y_{j}}^{2}$ , $j = 1, \dots, N$ , respectively…

math.PR2026

On the characteristic function of the asymmetric Student's $t$ -distribution and an integral involving the sine function

Robert E. Gaunt

We obtain a new closed-form formula for the characteristic function of the asymmetric Student's $t$ -distribution. As part of our analysis, we derive a new closed-form formula for t…

Stein's method for the symmetric matrix normal distribution with an application to the approximation of the Wishart law

The distribution of the ratio of products of independent zero mean normal random variables

On the characteristic function of the asymmetric Student's t-distribution and an integral involving the sine function

On the characteristic function of the asymmetric Student's $t$ -distribution and an integral involving the sine function