On fractional regularity of distributions of functions in Gaussian random variables

DOI10.1515/fca-2019-0066zbMath1436.60023arXiv1812.02416OpenAlexW3100302341WikidataQ126533084 ScholiaQ126533084MaRDI QIDQ2173477

Egor D. Kosov

Publication date: 23 April 2020

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.02416

zbMATH Keywords

distributionGaussian measuretotal variation distanceKantorovich normNikolskii-Besov space

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (6)

Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables ⋮ Improved bounds for the total variation distance between stochastic polynomials ⋮ Regularity of distributions of Sobolev mappings in abstract settings ⋮ Regularity of linear and polynomial images of Skorohod differentiable measures ⋮ Distributions of polynomials in Gaussian random variables under constraints on the powers of variables ⋮ Distributions of second order polynomials in Gaussian random variables

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