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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2020, Volume 495, Pages 17–21
DOI: https://doi.org/10.31857/S2686954320060211 (Mi danma128) 		 
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
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DOI: https://doi.org/10.31857/S2686954320060211
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.
Funding agency Grant number
Russian Science Foundation 17–11–01058
This work has been supported by the Russian Science Foundation Grant 17-11-01058 at Lomonosov Moscow State University.
Presented: I. A. Ibragimov
Received: 20.08.2020
Revised: 08.10.2020
Accepted: 09.10.2020
English version:
Doklady Mathematics, 2020, Volume 102, Issue 3, Pages 460–463
DOI: https://doi.org/10.1134/S106456242006023X
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
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
Citation in format AMSBIB
\Bibitem{BogKosPop20}
\by V.~I.~Bogachev, E.~D.~Kosov, S.~N.~Popova
\paper Densities of distributions of homogeneous functions of Gaussian random vectors
\jour Dokl. RAN. Math. Inf. Proc. Upr.
\yr 2020
\vol 495
\pages 17--21
\mathnet{http://mi.mathnet.ru/danma128}
\crossref{https://doi.org/10.31857/S2686954320060211}
\zmath{https://zbmath.org/?q=an:7424665}
\elib{https://elibrary.ru/item.asp?id=44367194}
\transl
\jour Dokl. Math.
\yr 2020
\vol 102
\issue 3
\pages 460--463
\crossref{https://doi.org/10.1134/S106456242006023X}
Linking options:
  • https://www.mathnet.ru/eng/danma128
  • https://www.mathnet.ru/eng/danma/v495/p17
    • This publication is cited in the following 1 articles:
    1. V. I. Bogachev, “Chebyshev–Hermite polynomials and distributions of polynomials in Gaussian random variables”, Theory Probab. Appl., 66:4 (2022), 550–569  mathnet  crossref  crossref  zmath
    Citing articles in Google Scholar: Russian citations, English citations
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    		Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia
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    Full-text PDF :57
    References:26
     
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