The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and applications of statistics and probability. The Institute was formed at a ...

Research in inequalities and integrals within the realm of fuzzy and interval-valued functions has advanced our understanding of uncertainty quantification and non-linear analysis. This field ...

Mathematics of Computation, Vol. 28, No. 126 (Apr., 1974), pp. 613-615 (7 pages) A new integral representation is derived for the expression $J_0(z)J_0(Z) + Y_0(z ...

In this paper, we consider the rare-event simulation of integrals of exponential functions of smooth Gaussian random processes. In particular, we design importance sampling estimators that are ...

School of Mathematics and Statistics, Carleton University, Ottawa, ON, Canada.

Abstract: In this paper, we consider the rare-event simulation of integrals of exponential functions of smooth Gaussian random processes. In particular, we design importance sampling estimators that ...

Department of Mathematics, College of Natural Sciences, Hanyang University, Seoul, South Korea. In [1] , M. D. Brue introduced the functional transform on the Feynman integral (1972). In [2] , R. H.