Chebyshev--Hermite Polynomials and Distributions of Polynomials in Gaussian Random Variables
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Publication:5034419
DOI10.1137/S0040585X97T990617zbMath1492.60033OpenAlexW4210721600MaRDI QIDQ5034419
Publication date: 25 February 2022
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t990617
Malliavin calculusdensity distributionChebyshev-Hermite polynomialpolynomial in Gaussian random variablesquadratic form in Gaussian vector
Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)
Related Items (4)
Improved bounds for the total variation distance between stochastic polynomials ⋮ Regularity of distributions of Sobolev mappings in abstract settings ⋮ Unnamed Item ⋮ Distributions of second order polynomials in Gaussian random variables
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