After searching for a while, I wonder if a continued fraction representation exists for the multivariate Mills ratio $P(Z \geq x)/\phi_Z(x)$ where $Z \tilde\, N(\mu,\Sigma)$. The representation ...
If $x$ is a uniformly random number in $[0,1]$, what distribution should the $n$-th term in its continued fraction expansion follow? What is the expected vale of $a_n$ in $[a_0;a_1,a_2,\dots]$? Here ...