Fundamental methods are developed for the derivation of the probability density function and moments of rational algebraic functions of independent random variables. Laplace and Mellin integral ...

Leo A. Aroian, The Probability Function of the Product of Two Normally Distributed Variables, The Annals of Mathematical Statistics, Vol. 18, No. 2 (Jun., 1947), pp. 265-271 ...

Random analytic functions are a fundamental object of study in modern complex analysis and probability theory. These functions, often defined through power series with random coefficients, exhibit ...