Tail approximations of integrals of Gaussian random fields

DOI10.1214/10-AOP639zbMath1266.60092arXiv1006.2837MaRDI QIDQ428142

Jingchen Liu

Publication date: 19 June 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.2837

zbMATH Keywords

Gaussian random field; extremes; integral of exponents of random fields

Mathematics Subject Classification ID

60G60: Random fields

60G70: Extreme value theory; extremal stochastic processes

60F10: Large deviations

Related Items

Uniformly efficient simulation for extremes of Gaussian random fields, Unnamed Item, Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields, Efficient simulations for the exponential integrals of Hölder continuous gaussian random fields, Efficient Rare Event Simulation for Failure Problems in Random Media, Sojourn measures of Student and Fisher-Snedecor random fields, Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes, Moderate deviation for random elliptic PDE with small noise, Extremes of spherical fractional Brownian motion, On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields, On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise, On the Density Functions of Integrals of Gaussian Random Fields, Limit Theorems for Excursion Sets of Stationary Random Fields

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