H. Sutcliffe

activity

20222026

collaborators

3 papers

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.PR2025

The variance-gamma product distribution

Robert E. Gaunt, Siqi Li, Heather Sutcliffe

We derive the exact probability density function of the product of $N$ independent variance-gamma random variables with zero location parameter. We then apply this formula to deriv…

math.PR2022

Improved bounds in Stein's method for functions of multivariate normal random vectors

Robert E. Gaunt, Heather Sutcliffe

In a recent paper, Gaunt 2020 extended Stein's method to limit distributions that can be represented as a function $g : R^{d} \to R$ of a centered multivariate…