Distributions of second order polynomials in Gaussian random variables

DOI10.1134/S0001434622010084zbMATH Open1491.60028OpenAlexW4213417591MaRDI QIDQ2113398FDOQ2113398

Egor D. Kosov

Publication date: 14 March 2022

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0001434622010084

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zbMATH Keywords

Gaussian measuretotal variation distancedistribution of a polynomial

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

Cites Work

• Measure theory. Vol. I and II
• Title not available (Why is that?)
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• Distributions of polynomials on multidimensional and infinite-dimensional spaces with measures
• On fractional regularity of distributions of functions in Gaussian random variables
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• Title not available (Why is that?)
• Non-central limit theorems for functionals of random fields on hypersurfaces
• Weak Convergence of Measures
• On sequential properties of spaces of measures
• Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables
• On optimization of tax functions
• Large ball probabilities, Gaussian comparison and anti-concentration
• Bootstrap confidence sets for spectral projectors of sample covariance
• On distributions of homogeneous and convex functions in Gaussian random variables
• Total variation distance between stochastic polynomials and invariance principles
• Total Variation Distance Estimates via L2-Norm for Polynomials in Log-concave Random Vectors
• Densities of distributions of homogeneous functions of Gaussian random vectors
• The total variation distance between two double Wiener-Itô integrals

Cited In (2)

• Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables
• Distributions of polynomials in Gaussian random variables under constraints on the powers of variables

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