Two Properties of Vectors of Quadratic Forms in Gaussian Random Variables

DOI10.1137/S0040585X97T987041zbMath1320.60040arXiv1305.5990OpenAlexW1926478135MaRDI QIDQ5255334

Guillaume Poly, Ivan Nourdin, Vladimir I. Bogachev, Egor D. Kosov

Publication date: 15 June 2015

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

Full work available at URL: https://arxiv.org/abs/1305.5990

zbMATH Keywords

convergence in lawabsolute continuitysecond Wiener chaosquadratic forms in Gaussian variables

Mathematics Subject Classification ID

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

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Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables ⋮ Fractional smoothness of images of logarithmically concave measures under polynomials

Cites Work

• Absolute continuity and convergence of densities for random vectors on Wiener chaos
• Convergence in law in the second Wiener/Wigner chaos
• Asymptotic properties of polynomials in Gaussian random variables
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Characterizing properties of quadratic forms.
• Continuous restrictions of measurable linear operators
• Convergence in total variation on Wiener chaos
• On measurable polynomials on infinite-dimensional spaces
• Normal Approximations with Malliavin Calculus
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