Matematicheskie Zametki
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Forthcoming papers
Archive
Impact factor
Guidelines for authors
License agreement
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Mat. Zametki:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Matematicheskie Zametki, 2022, Volume 111, Issue 1, Pages 67–79
DOI: https://doi.org/10.4213/mzm13278 (Mi mzm13278) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Distributions of Second Order Polynomials in Gaussian Random Variables

E. D. Kosovab

a Lomonosov Moscow State University
b National Research University "Higher School of Economics", Moscow
Full-text PDF (518 kB) Citations (2)
References:
PDF
HTML
DOI: https://doi.org/10.4213/mzm13278
Abstract: In this paper, we study bounds for the total variation distance between distributions of second order polynomials in normal random variables provided that they essentially depend on at least three variables. Moreover, we partially extend some recent bounds for the Kolmogorov distance between the distributions of norms of Gaussian random vectors to the case of the total variation distance.
Keywords: distribution of a polynomial, total variation distance, Gaussian measure.
Funding agency Grant number
National Research University Higher School of Economics
Russian Foundation for Basic Research 20-01-00432
Moscow Center of Fundamental and Applied Mathematics
The article was prepared within the framework of the HSE University Basic Research Program. This work was also supported by the Russian Foundation for Basic Research Grant 20-01-00432 and by the Moscow Center of Fundamental and Applied Mathematics.
Received: 01.09.2021
English version:
Mathematical Notes, 2022, Volume 111, Issue 1, Pages 71–81
DOI: https://doi.org/10.1134/S0001434622010084
Bibliographic databases:
Document Type: Article
UDC: 519.213
Language: Russian
Citation: E. D. Kosov, “Distributions of Second Order Polynomials in Gaussian Random Variables”, Mat. Zametki, 111:1 (2022), 67–79; Math. Notes, 111:1 (2022), 71–81
Citation in format AMSBIB
\Bibitem{Kos22}
\by E.~D.~Kosov
\paper Distributions of Second Order Polynomials in Gaussian Random Variables
\jour Mat. Zametki
\yr 2022
\vol 111
\issue 1
\pages 67--79
\mathnet{http://mi.mathnet.ru/mzm13278}
\crossref{https://doi.org/10.4213/mzm13278}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4360084}
\transl
\jour Math. Notes
\yr 2022
\vol 111
\issue 1
\pages 71--81
\crossref{https://doi.org/10.1134/S0001434622010084}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000760397500008}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85125462869}
Linking options:
  • https://www.mathnet.ru/eng/mzm13278
  • https://doi.org/10.4213/mzm13278
  • https://www.mathnet.ru/eng/mzm/v111/i1/p67
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математические заметки Mathematical Notes
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024