Gaussian integrals associated with absolute value functions
主 题: Gaussian integrals associated with absolute value functions
报告人: 李文博 (University of Delaware)
时 间: 2010-01-19 15:00
地 点: 理科一号楼 1418
We first provide an overview on evaluating the Gaussian
integrals (expectation, moments, etc.) involving the absolute value function.
Then we provide general formulas to compute the expectations of absolute
value and sign of Gaussian quadratic forms.
Various implications, examples, applications and conjectures will also be
presented, including zeros of random harmonic polynomials and random
matrices.
