Statistics and Data Science Seminar
Ang Wei
University of Rochester
Multivariate estimates for unsigned Gaussian functions
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.
Wednesday October 12, 2011 at 4:00 PM in SEO 636