Ang Wei : Multivariate estimates for unsigned Gaussian functions

Posted by Jie Yang , part of the Statistics and Data Science Seminar.

At

Oct. 12, 2011, 4 p.m.

In

SEO 636

Abstract

Unsigned Gaussian functions (functions involving absolute value) arise in a variety of contexts, such as random polynomials and matrices. We apply integral representations and matrix analysis to estimate the absolute moments and quadratic forms of Gaussian vectors. We also present applications of these results to game theory, communication theory and astrophysics.