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This article is cited in 1 scientific paper (total in 1 paper)
MATHEMATICS
Densities of distributions of homogeneous functions of Gaussian random vectors
V. I. Bogachevabc, E. D. Kosovab, S. N. Popovabd a Lomonosov Moscow State University, Moscow, Russian Federation
b National Research University "Higher School of Economics", Moscow, Russian Federation
c St. Tikhon's Orthodox University, Moscow, Russian Federation
d Moscow Institute of Physics and Technology (National Research University), Dolgoprudny, Moscow Region, Russian Federation
Abstract:
We obtain broad sufficient conditions for the boundedness of distribution densities of homogeneous functions on spaces with Gaussian measures. Estimates for the distribution densities of maxima of quadratic forms are obtained.
Keywords:
Gaussian measure, homogeneous function, distribution density.
Citation:
V. I. Bogachev, E. D. Kosov, S. N. Popova, “Densities of distributions of homogeneous functions of Gaussian random vectors”, Dokl. RAN. Math. Inf. Proc. Upr., 495 (2020), 17–21; Dokl. Math., 102:3 (2020), 460–463
Linking options:
https://www.mathnet.ru/eng/danma128 https://www.mathnet.ru/eng/danma/v495/p17
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