> a convolution is the way to determine the distribution of the sum of two random variables Crucially, independent (i.e., uncorrelated) random variables. (At

> a convolution is the way to determine the distribution of the sum of two random variables Crucially, independent (i.e., uncorrelated) random variables. (At the other extreme, the sum of maximally correlated random variables is computed as a "comonotonic sum" instead).