Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A note on the distribution of the product of zero mean correlated normal
  random variables   The problem of finding an explicit formula for the probability density
function of two zero mean correlated normal random variables dates back to
1936. Perhaps surprisingly, this problem was not resolved until 2016. This is
all the more surprising given that a very simple proof is available, which is
the subject of this note; we identify the product of two zero mean correlated
normal random variables as a variance-gamma random variable, from which an
explicit formula for probability density function is immediate.

4
The categories of this paper are: cond-mat
35
The categories of this paper are: mtrl-th
1
The categories of this paper are: cs
17
The categories of this paper are: q-fin
28
The categories of this paper are: alg-geom
11
The categories of this paper are: hep-lat
18
The categories of this paper are: econ
24
The categories of this paper are: dg-ga
0
The categories of this paper are: hep-ph
30
The categories of this paper are: q-alg
8
The categories of this paper are: hep-ex
34
The categories of this paper are: chem-ph
9
The categories of this paper are: nlin
13
The categories of this paper are: quant-ph
23
The categories of this paper are: solv-int
15
The categories of this paper are: nucl-ex