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20112018
most citedOn computing distributions of products of non-negative independent random variables

14 citations · 19 across the 4 of their papers we have counts for

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math.NA2016

On computing distributions of products of random variables via Gaussian multiresolution analysis

Gregory Beylkin, Lucas Monzon, Ignas Satkauskas

We introduce a new approximate multiresolution analysis (MRA) using a single Gaussian as the scaling function, which we call Gaussian MRA (GMRA). As an initial application, we empl…