Hui Xu

activity

20162026

most citedThe product of dependent random variables with applications to a discrete-time risk model

1 citations · 1 across the 5 of their papers we have counts for

collaborators

Showing 2022 · math.PRShow all

1 paper · 2 filters

math.PR2022

Cauchy, normal and correlations versus heavy tails

Hui Xu, Joel Cohen, Richard Davis +1

A surprising result of Pillai and Meng (2016) showed that a transformation $\sum_{j = 1}^{n} w_{j} X_{j} / Y_{j}$ of two iid centered normal random vectors, $(X_{1}, \dots, X_{n})$ and $(Y_1,\ldot…