On the density functions of integrals of Gaussian random fields

Jingchen Liu; Gongjun Xu

doi:10.1239/aap/1370870124

On the density functions of integrals of Gaussian random fields

Jingchen Liu, Gongjun Xu

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

In the paper we consider the density functions of random variables that can be written as integrals of exponential functions of Gaussian random fields. In particular, we provide closed-form asymptotic bounds for the density functions and, under smoothness conditions, we derive exact tail approximations of the density functions.

Original language	English (US)
Pages (from-to)	398-424
Number of pages	27
Journal	Advances in Applied Probability
Volume	45
Issue number	2
DOIs	https://doi.org/10.1239/aap/1370870124
State	Published - Jun 1 2013

Keywords

Density function
Gaussian random field
Integral

Access

10.1239/aap/1370870124

Fingerprint Dive into the research topics of 'On the density functions of integrals of Gaussian random fields'. Together they form a unique fingerprint.

Cite this

@article{46f280d61d714b639bdaec9b3d846c45,

title = "On the density functions of integrals of Gaussian random fields",

abstract = "In the paper we consider the density functions of random variables that can be written as integrals of exponential functions of Gaussian random fields. In particular, we provide closed-form asymptotic bounds for the density functions and, under smoothness conditions, we derive exact tail approximations of the density functions.",

keywords = "Density function, Gaussian random field, Integral",

author = "Jingchen Liu and Gongjun Xu",

year = "2013",

month = jun,

day = "1",

doi = "10.1239/aap/1370870124",

language = "English (US)",

volume = "45",

pages = "398--424",

journal = "Advances in Applied Probability",

issn = "0001-8678",

publisher = "University of Sheffield",

number = "2",

}

TY - JOUR

T1 - On the density functions of integrals of Gaussian random fields

AU - Liu, Jingchen

AU - Xu, Gongjun

PY - 2013/6/1

Y1 - 2013/6/1

N2 - In the paper we consider the density functions of random variables that can be written as integrals of exponential functions of Gaussian random fields. In particular, we provide closed-form asymptotic bounds for the density functions and, under smoothness conditions, we derive exact tail approximations of the density functions.

AB - In the paper we consider the density functions of random variables that can be written as integrals of exponential functions of Gaussian random fields. In particular, we provide closed-form asymptotic bounds for the density functions and, under smoothness conditions, we derive exact tail approximations of the density functions.

KW - Density function

KW - Gaussian random field

KW - Integral

UR - http://www.scopus.com/inward/record.url?scp=84879130729&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84879130729&partnerID=8YFLogxK

U2 - 10.1239/aap/1370870124

DO - 10.1239/aap/1370870124

M3 - Article

AN - SCOPUS:84879130729

VL - 45

SP - 398

EP - 424

JO - Advances in Applied Probability

JF - Advances in Applied Probability

SN - 0001-8678

IS - 2

ER -