Some Asymptotic Results of Gaussian Random Fields with Varying Mean Functions and the Associated Processes
Statistics Theory
2011-12-05 v2 Probability
Statistics Theory
Abstract
In this paper, we derive tail approximations of integrals of exponential functions of Gaussian random fields with varying mean functions and approximations of the associated point processes. This study is motivated naturally by multiple applications such as hypothesis testing for spatial models, study of the distribution of Bayesian marginal likelihood and Bayes factor, and financial applications.
Keywords
Cite
@article{arxiv.1104.1801,
title = {Some Asymptotic Results of Gaussian Random Fields with Varying Mean Functions and the Associated Processes},
author = {Jingchen Liu and Gongjun Xu},
journal= {arXiv preprint arXiv:1104.1801},
year = {2011}
}
Comments
38 pages and 2 figures