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., 2020, Volume 495,Pages <nobr>17

This article is cited in 1 paper

MATHEMATICS

Densities of distributions of homogeneous functions of Gaussian random vectors

V. I. Bogachev^abc, E. D. Kosov^ab, S. N. Popova^bd

^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.

UDC: 519.21

Presented: I. A. Ibragimov
Received: 20.08.2020
Revised: 08.10.2020
Accepted: 09.10.2020

DOI: 10.31857/S2686954320060211