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Journal of Theoretical Probability

, Volume 27, Issue 4, pp 1059–1070 | Cite as

Representations of the Absolute Value Function and Applications in Gaussian Estimates

Article

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.

Keywords

Gaussian estimates Integral representations Quadratic form Negative moments 

Mathematics Subject Classification (2010)

Primary 60E15 Secondary 62H12 

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.University of RochesterRochesterUSA

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