In particular, we propose an efficient importance sampling estimator for the left tail of the distribution function of the sum of log-normal variables. As a corollary of the tail asymptotics, we ...

It is shown that under fairly mild conditions linear combinations of independent normally distributed random variables with random coefficients tend to zero almost everywhere. The result is applied to ...

This paper introduce analytic solution for the problem of decorrelation of two complex random variables. The complex probability approach was described in the work. The complex cumulants and moments ...

The reliability of finite-element methods for modal analysis of two- and three-dimensional eddy-current problems is addressed. Separation of variables is used to convert transient-eddy-current ...