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 fieldextremesintegral of exponents of random fields

Mathematics Subject Classification ID

Random fields (60G60) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

Related Items (13)

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

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