Two properties of vectors of quadratic forms in Gaussian random variables

DOI10.1137/S0040585X97T987041zbMATH Open1320.60040arXiv1305.5990OpenAlexW1926478135MaRDI QIDQ5255334FDOQ5255334

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

Publication date: 15 June 2015

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

Abstract: We study distributions of random vectors whose components are second order polynomials in Gaussian random variables. Assuming that the law of such a vector is not absolutely continuous with respect to Lebesgue measure, we derive some interesting consequences. Our second result gives a characterization of limits in law for sequences of such vectors.

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

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zbMATH Keywords

absolute continuityconvergence in lawsecond Wiener chaosquadratic forms in Gaussian variables

Mathematics Subject Classification ID

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

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Cited In (8)

• Fractional smoothness of images of logarithmically concave measures under polynomials
• Two comparison theorems for distributions of Gaussian quadratic forms
• Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables
• Multivariate quadratic forms of random vectors
• Approximation of quadratic forms of independent random vectors by accompanying laws
• Title not available (Why is that?)
• A tail inequality for quadratic forms of subgaussian random vectors
• Title not available (Why is that?)

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