A Remark on the Absolute Continuity of Distributions of Gaussian Functionals

DOI10.1137/1133019MaRDI QIDQ3201174zbMATH OpenOpenAlexFDO

Authors Yu. Davydov

Publication date 1988

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1133019

zbMATH Keywords

absolute continuityGaussian measuredistributions of Gaussian functionals

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30)

Cited in

(7)

• Characteristic functional of a probability measure absolutely continuous with respect to a Gaussian Radon measure
• Total variation bounds for Gaussian functionals
• Absolute continuity of perturbed Gaussian measures
• scientific article; zbMATH DE number 3994657 (Why is no real title available?)
• scientific article; zbMATH DE number 1552484 (Why is no real title available?)
• On the history of the St. Petersburg school of probability and statistics. III: Distributions of functionals of processes, stochastic geometry, and extrema
• Continuité de certaines fonctions aléatoires gaussiennes à valeurs dans ℓ2

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