# Continued fraction representation of the multivariate normal distribution [closed]

Can anybody help me with a continued fraction representation of the multivariate normal distribution? Such a representation is well-known for the univariate case; see, for example,

C-I. C. Lee. On Laplace continued fraction for the normal integral. Ann. Inst. Statist. Math., 44(1):107–120, March 1992.

Does such a continued fraction representation also exist for the multivariate case? (I followed the suggestion by posting the same question on math stackexchange, see here)

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Hi @Alexander - is there a statistical question here? If not, the mathematics stackexchange may be a better home for this question. – Macro Aug 24 '12 at 13:10
Related (somewhat vaguely): stats.stackexchange.com/a/7206/2970 – cardinal Aug 24 '12 at 13:51
A continued fraction of what quantity, precisely and in what variable(s)? – cardinal Aug 24 '12 at 13:54
Also asked on math.SE? See this question, for example. – Dilip Sarwate Aug 24 '12 at 21:32
If you cross-post, you should post links in each direction to avoid duplication of effort. – Douglas Zare Aug 24 '12 at 23:53