English

Comment on "Sum of squares of uniform random variables" by I. Weissman

Probability 2022-10-17 v2

Abstract

The recent paper by I. Weissman, "Sum of squares of uniform random variables",[Statist. Probab. Lett. 129 (2017), 147-154] 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\mathbb R^n, 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.

Keywords

Cite

@article{arxiv.1804.07861,
  title  = {Comment on "Sum of squares of uniform random variables" by I. Weissman},
  author = {Peter J. Forrester},
  journal= {arXiv preprint arXiv:1804.07861},
  year   = {2022}
}

Comments

7 pages, to appear Statist. Probab. Lett; in v2 a missed referee report identifying some typos has been acted on, as has an error in the original source for (2.6), as alerted to me by E. Postlethwaite