On the Density Functions of Integrals of Gaus- Sian Random Fields
نویسندگان
چکیده
In the paper, we consider the density functions of random variables that can be written as integrals of exponential functions of Gaussian random fields. In particular, we provide closed form asymptotic bounds for the density functions and under smoothness conditions we derive exact tail approximations of the density functions.
منابع مشابه
A Subclass of Analytic Functions Associated with Hypergeometric Functions
In the present paper, we have established sufficient conditions for Gaus-sian hypergeometric functions to be in certain subclass of analytic univalent functions in the unit disc $mathcal{U}$. Furthermore, we investigate several mapping properties of Hohlov linear operator for this subclass and also examined an integral operator acting on hypergeometric functions.
متن کاملOn the Characterization of Isotropic Gaus- Sian Fields on Homogeneous Spaces of Com- Pact Groups
Let T be a random field weakly invariant under the action of a compact group G. We give conditions ensuring that independence of the random Fourier coefficients is equivalent to Gaussianity. As a consequence, in general it is not possible to simulate a non-Gaussian invariant random field through its Fourier expansion using independent coefficients
متن کاملPredictions of mixed non - Gaussian cosmological density fields for the cosmic microwave background radiation
We present simulations of the Cosmic Microwave Background Radiation (CMBR) power spectrum for a class of mixed, non-Gaussian, primordial random fields. We assume a skew positive mixed model with adiabatic inflation perturbations plus additional isocurvature perturbations possibly produced by topological defects. The joint probability distribution used in this context is a weighted combination o...
متن کاملConstructive Asymptotic Equivalence of Density Estimation and Gaussian White Noise
A recipe is provided for producing, from a sequence of procedures in the Gaus-sian regression model, an asymptotically equivalent sequence in the density estimation model with i. i. d. observations. The recipe is, to put it roughly, to calculate normalised frequencies over certain intervals, add a small random distortion, calculate square roots, and pretend these to be observations from a Gauss...
متن کاملA New Series for Approximating Voigt FunctionsJohn
A Voigt function is the convolution of a Gaus-sian and a Cauchy, or Lorentzian, density. The computation of these functions is required in problems arising in a variety of subjects such as nuclear reactors, atmospheric transmittance, and spectroscopy. This letter presents a new series for the approximate computation of Voigt functions. The derivation is accomplished using straightforward Fourie...
متن کامل