J. P. Imhof

Computing the distribution of quadratic forms in normal variables

J. P. Imhof · Biometrika · 1961 · 1.1K citations · Full text

Gaussian Process, Quadratic Forms, Random Matrix +2

Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications

J. P. Imhof · Journal of Applied Probability · 1984 · 139 citations

Engineering, Physics, Natural Sciences +14

On the method for numerical integration of Clenshaw and Curtis

J. P. Imhof · Numerische Mathematik · 1963 · 50 citations

Numerical Analysis, Method Of Fundamental Solution, Numerical Computation +6

On the Range of Brownian Motion and Its Inverse Process

J. P. Imhof · The Annals of Probability · 1985 · 44 citations · Full text

Jump Behavior, Engineering, Physics +9

Density factorizations for brownian motion, meander and the three-dimensional bessel process, and applications

J. P. Imhof · Journal of Applied Probability · 1984 · 25 citations

Engineering, Physics, Natural Sciences +14