Two properties of vectors of quadratic forms in Gaussian random variables

DOI10.1137/S0040585X97T987041MaRDI QIDQ5255334zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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Cited in

(9)

• Fractional smoothness of images of logarithmically concave measures under polynomials
• Two comparison theorems for distributions of Gaussian quadratic forms
• On certain polynomials of a Gaussian vector
• 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
• scientific article; zbMATH DE number 139856 (Why is no real title available?)
• A tail inequality for quadratic forms of subgaussian random vectors
• scientific article; zbMATH DE number 4096477 (Why is no real title available?)

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