Comment on "Sum of squares of uniform random variables" by I. Weissman
Peter J Forrester
STATISTICS & PROBABILITY LETTERS | ELSEVIER SCIENCE BV | Published : 2018
The 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.
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Awarded by Australian Research Council
This research project is part of the program of study supported by the ARC Centre of Excellence for Mathematical & Statistical Frontiers, and the Australian Research Council Discovery Project grant DP170102028.