Gaussian integrals involving absolute value functions

DOI10.1214/09-IMSCOLL504zbMATH Open1243.60043OpenAlexW1485490666MaRDI QIDQ2900947FDOQ2900947

Authors: Wenbo V. Li, Ang Wei 

Publication date: 26 July 2012

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.imsc/1265119260

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Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50)

Cited In (12)

• On the correlation of critical points and angular trispectrum for random spherical harmonics
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• Small deviations of the determinants of random matrices with Gaussian entries
• Solving equations of random convex functions via anchored regression
• Slope distribution in front-back asymmetric stochastic Lagrange time waves
• Critical point asymptotics for Gaussian random waves with densities of any Sobolev regularity
• Gaussian integration with rescaling of abscissas and weights
• On the numbers of images of two stochastic gravitational lensing models
• Representations of the absolute value function and applications in Gaussian estimates
• Gaussian rule for integrals involving Bessel functions
• On the expected number of zeros of a random harmonic polynomial

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