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)