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This article is cited in 1 scientific paper (total in 1 paper)
Distributions of Polynomials in Gaussian Random Variables under Constraints on the Powers of Variables
E. D. Kosovabc a Lomonosov Moscow State University
b National Research University "Higher School of Economics", Moscow
c Moscow Center for Fundamental and Applied Mathematics
Abstract:
We study the densities of measures that are polynomial images of the standard Gaussian measure
on $\mathbb{R}^n$. We assume that the degree of a polynomial is fixed and each variable
appears in the monomials of the polynomial to powers bounded by another fixed number.
Keywords:
distribution of a polynomial, distribution density, Kantorovich distance, total variation distance.
Received: 16.11.2021 Revised: 26.02.2022 Accepted: 05.03.2022
Citation:
E. D. Kosov, “Distributions of Polynomials in Gaussian Random Variables under Constraints on the Powers of Variables”, Funktsional. Anal. i Prilozhen., 56:2 (2022), 29–38; Funct. Anal. Appl., 56:2 (2022), 101–109
Linking options:
https://www.mathnet.ru/eng/faa3960https://doi.org/10.4213/faa3960 https://www.mathnet.ru/eng/faa/v56/i2/p29
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Abstract page: | 347 | Full-text PDF : | 118 | References: | 48 |
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