Densities of distributions of homogeneous functions of Gaussian random vectors

DOI10.1134/S106456242006023XzbMath1492.60009MaRDI QIDQ2243811

S. N. Popova, Egor D. Kosov, Vladimir I. Bogachev

Publication date: 11 November 2021

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

probability densityGaussian measurehomogeneous function

Mathematics Subject Classification ID

Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Probability theory on linear topological spaces (60B11)

Related Items

Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables ⋮ Distributions of second order polynomials in Gaussian random variables

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