SOME ASYMPTOTIC RESULTS OF GAUSSIAN RANDOM FIELDS WITH VARYING MEAN FUNCTIONS AND THE ASSOCIATED PROCESSES

作者：Liu Jingchen^*; Xu Gongjun

来源：Annals of Statistics, 2012, 40(1): 262-293.

DOI：10.1214/11-AOS960

• Gaussian process
• integral
• change of measure

In this paper, we derive tail approximations of integrals of exponential functions or 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 and financial applications.

• 出版日期2012-2