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Abstract Details
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Activity Number:
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345
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Type:
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Contributed
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Date/Time:
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Tuesday, July 31, 2012 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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| Abstract - #304749 |
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Title:
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On the Density Functions of Integrals of Gaussian Random Fields
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Author(s):
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Gongjun Xu*+ and Jingchen Liu
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Companies:
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Columbia University and Columbia University
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Address:
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, New York, NY, 10027, United States
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Keywords:
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Gaussian random fields ;
integral ;
density function ;
change of measure
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Abstract:
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In the talk, 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.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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