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Representations of the Absolute Value Function and Applications in Gaussian Estimates

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  • Ang Wei

    (University of Rochester)

Abstract

We study the expectation of unsigned Gaussian quadratic forms and negative absolute moments of Gaussian products. The main tool we use is the integral representation of the absolute value function.

Suggested Citation

  • Ang Wei, 2014. "Representations of the Absolute Value Function and Applications in Gaussian Estimates," Journal of Theoretical Probability, Springer, vol. 27(4), pages 1059-1070, December.
    • Handle: RePEc:spr:jotpro:v:27:y:2014:i:4:d:10.1007_s10959-013-0486-z
    DOI: 10.1007/s10959-013-0486-z
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    References listed on IDEAS

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    1. Vitale, R.A., 2008. "On the Gaussian representation of intrinsic volumes," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1246-1249, August.
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    Cited by:

    1. Edelmann, Dominic & Richards, Donald & Royen, Thomas, 2023. "Product inequalities for multivariate Gaussian, gamma, and positively upper orthant dependent distributions," Statistics & Probability Letters, Elsevier, vol. 197(C).
    2. Russell, Oliver & Sun, Wei, 2022. "An opposite Gaussian product inequality," Statistics & Probability Letters, Elsevier, vol. 191(C).

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    2. Wenbo V. Li & Ang Wei, 2012. "A Gaussian Inequality for Expected Absolute Products," Journal of Theoretical Probability, Springer, vol. 25(1), pages 92-99, March.

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