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 ...

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...