Densities of distributions of homogeneous functions of Gaussian random vectors

被引：1

作者：

Bogachev, V., I ^{[1
,2
,3
]}

Kosov, E. D. ^{[1
,2
]}

Popova, S. N. ^{[2
,4
]}

机构：

[1] Lomonosov Moscow State Univ, Fac Mech & Math, Moscow 119991, Russia

[2] Natl Res Univ Higher Sch Econ, Moscow 101000, Russia

[3] St Tikhons Orthodox Univ, Moscow 115184, Russia

[4] Natl Res Univ, Moscow Inst Phys & Technol, Dolgoprudnyi 141701, Moscow Oblast, Russia

来源：

DOKLADY MATHEMATICS | 2020年 / 102卷 / 03期

基金：

俄罗斯科学基金会;

关键词：

Gaussian measure; homogeneous function; distribution density; ASYMPTOTIC-DISTRIBUTION; EXPANSION;

D O I：

10.1134/S106456242006023X

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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.

引用

页码：460 / 463

页数：4

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