Distributions of polynomials on multidimensional and infinite-dimensional spaces with measures

DOI10.1070/RM9721zbMath1383.28003OpenAlexW2507388664MaRDI QIDQ2953604

Vladimir I. Bogachev

Publication date: 5 January 2017

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm9721

zbMATH Keywords

polynomialsGaussian measureconvex measureKantorovich metricconvergence in variationlogarithmically concave measuredistributions functionmeasurable polynomials

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) (Spaces of) multilinear mappings, polynomials (46G25) Convergence of probability measures (60B10) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11) Research exposition (monographs, survey articles) pertaining to measure and integration (28-02)

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Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables ⋮ On distributions of trigonometric polynomials in Gaussian random variables ⋮ Vladimir Igorevich Bogachev ⋮ Sobolev and Besov classes on infinite-dimensional spaces ⋮ Fractional smoothness of distributions of polynomials and a fractional analog of the Hardy–Landau–Littlewood inequality ⋮ A characterization of Besov classes in terms of a new modulus of continuity ⋮ A characterization of Nikolskii-Besov classes via integration by parts ⋮ Densities of distributions of homogeneous functions of Gaussian random vectors ⋮ Ornstein–Uhlenbeck operators and semigroups ⋮ On Skorokhod differentiable measures ⋮ Besov classes on finite and infinite dimensional spaces ⋮ Fractional smoothness of distributions of trigonometric polynomials on a space with a Gaussian measure ⋮ 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

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