In this article, we derive a series expansion of the multivariate normal probability integrals based on Fourier series. The basic idea is to transform the limits of each integral from hi to ∞ to be ...
We provide numerical solutions based on the path integral representation of stochastic processes for non-gradient drift Langevin forces in the presence of noise, to follow the temporal evolution of ...
REFERRING to Prof. H. C. Plummer's letter on “An Approximation to the Probability Integral,” published in NATURE of October 25, the following alternative way of ...
RECENT numbers of NATURE contain two interesting approximations to the probability integral, one by Prof. H. C. Plummer (October 25, 1924), and one by Mr. S. Krichewsky (January 10, 1925). A ...