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 | |
| State | Published - Jun 2013 |
| Externally published | Yes |
Keywords
- Density function
- Gaussian random field
- Integral
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