Often the time derivative of a measured variable is of as much interest as the variable itself. For a growing population of biological cells, for example, the population’s growth rate is typically ...

All sorts of physical processes in this analog world exhibit some degree of randomness. Think of noise, for example. Many noisy processes are described by Gaussian probability distributions. We should ...

Methods for simulation from multivariate Gaussian distributions restricted to be from outside an arbitrary ellipsoidal region are often needed in applications. A standard rejection algorithm that ...