Some strange mathematical sequences are always whole numbers — until they’re not. The puzzling patterns have revealed ties to graph theory and prime numbers, awing mathematicians. Simple, yes, but ...

We study the large exceedance probabilities and large exceedance paths of the recursive sequence Vn = Mn Vn−1 + Qn, where {(Mn, Qn)} is an i.i.d. sequence, and M1 is a d × d random matrix and Q1 is a ...

In this note, we develop a simple recursive formula for the efficient computation of all central moments of a multivariate lognormal distribution up to a given total order. This recursive scheme is ...