Comment on “Sum of squares of uniform random variables” by I. Weissman

Publication date: Available online 18 May 2018Source: Statistics & Probability LettersAuthor(s): Peter J. ForresterAbstractThe recent paper by Weissman (2017) is compared to earlier work of B. Tibken and D. Constales relating to the area of the intersection of a centred ball and cube in Rn, published in the Problems and Solutions section of SIAM Review in 1997. Some recent applications of explicit formulas for the corresponding probabilities from these references, to problems in lattice reduction, and to the study of Lyapunov exponents of products of random matrices, are noted.

Source: Statistics and Probability Letters - July 10, 2018 Category: Statistics Source Type: research