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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)
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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
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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