An expression for the joint distribution of serial correlation coefficients, circularly defined, has been derived. It has been shown that this distribution possesses properties similar to those ...

In a celebrated paper, Dyson shows that the spectrum of an n × n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together ...

Introduction to probability theory and its applications. Axioms of probability, distributions, discrete and continuous random variables, conditional and joint distributions, correlation, limit laws, ...