On the Density Functions of Integrals of Gaussian Random Fields

DOI10.1239/aap/1370870124zbMath1290.60057OpenAlexW2079744710MaRDI QIDQ2837753

Jingchen Liu, Gongjun Xu

Publication date: 11 July 2013

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1370870124

zbMATH Keywords

density functionGaussian random fieldsKarhunen-Loève expansion

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (4)

Uniformly efficient simulation for extremes of Gaussian random fields ⋮ 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 ⋮ Efficient Rare Event Simulation for Failure Problems in Random Media

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