Details about the eq19

[Jianxin Huang]

Thanks for your work.
I am curious about the eq19 in the paper, can you provide a more detailed derivation or some material? Thanks!

[Haochen]

Thanks for your interest in the work.
The following wikipedia pages might be helpful.
https://en.wikipedia.org/wiki/Sum_of_normally_distributed_random_variables
https://en.wikipedia.org/wiki/List_of_convolutions_of_probability_distributions

[Jianxin Huang]

Thanks, I got it!