Computing Gaussian and exponential integrals in ${\Bbb R}^n$

June 22, 2026 ยท Grace Period ยท + Add venue

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Authors Alexander Barvinok arXiv ID 2606.23556 Category cs.DS: Data Structures & Algorithms Cross-listed math-ph, math.CA, math.PR Citations 0
Abstract
We consider expectations of the type $E\ \exp \left\{\sum_{i=1}^m ฯ†_i \right\}$, where $ฯ†_i: {\Bbb R}^n \longrightarrow {\Bbb C}$ are functions, each depending on a few coordinates of a point in ${\Bbb R}^n$, and the expectation is taken with respect to the standard Gaussian or symmetric exponential probability measures. We prove sufficient conditions, in terms of the Lipschitz constants of $ฯ†_i$ and the combinatorics of their dependencies, for the integral to be separated from 0, and, consequently, to be amenable to a computationally efficient approximation. We discuss applications to computing volumes of bodies and statistics on integer points in polyhedra in ${\Bbb R}^n$.
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