Some asymptotic results of Gaussian random fields with varying mean functions and the associated processes

DOI10.1214/11-AOS960zbMath1246.60056arXiv1104.1801OpenAlexW2963405609MaRDI QIDQ450031

Jingchen Liu, Gongjun Xu

Publication date: 3 September 2012

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

Full work available at URL: https://arxiv.org/abs/1104.1801

zbMATH Keywords

Gaussian processchange of measureintegral

Mathematics Subject Classification ID

Gaussian processes (60G15) Monte Carlo methods (65C05)

Related Items (12)

Moderate deviation for random elliptic PDE with small noise ⋮ 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 ⋮ Chernoff index for Cox test of separate parametric families ⋮ 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 ⋮ Efficient Rare Event Simulation for Failure Problems in Random Media ⋮ Unnamed Item

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