On fractional regularity of distributions of functions in Gaussian random variables

DOI10.1515/FCA-2019-0066MaRDI QIDQ2173477zbMATH OpenOpenAlexWikidataFDO

Authors Egor D. Kosov

Publication date 23 April 2020

Published in Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1812.02416

zbMATH Keywords

distributionGaussian measureKantorovich normNikolskii-Besov spacetotal variation distance

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

Abstract: We study fractional smoothness of measures on $mathbb{R}^k$, that are images of a Gaussian measure under mappings from Gaussian Sobolev classes. As a consequence we obtain Nikolskii--Besov fractional regularity of these distributions under some weak nondegeneracy assumption.

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Cited in

(13)

• Regularity of linear and polynomial images of Skorohod differentiable measures
• Distributions of polynomials in Gaussian random variables under constraints on the powers of variables
• Distributions of second order polynomials in Gaussian random variables
• Fractional Gaussian fields on the Sierpiński gasket and related fractals
• Fractional smoothness of distributions of trigonometric polynomials on a space with a Gaussian measure
• On fractional smoothness and \(L_{p}\)-approximation on the Gaussian space
• Distribution of the Fractional Parts of Random Vectors: The Gaussian Case. II
• The Gaussian distribution revisited
• Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables
• Improved bounds for the total variation distance between stochastic polynomials
• Sobolev regularity of Gaussian random fields
• Regularity of distributions of Sobolev mappings in abstract settings
• Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation

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