The random variables \(\xi_{1}, \xi_{2}, \ldots, \xi_{n}\) are independent and have one and the same density function

\[ p(x)=\frac{1}{\sigma \sqrt{2 \pi}} e^{-\frac{(x-a)^{2}}{2 \sigma^{2}}} \]

Find the two-dimensional density function of the variables

\[ \eta=\sum_{k=1}^{n} \xi_{k} \quad \text { and } \quad \zeta=\sum_{k=1}^{m} \xi_{k}(m