On distributions of homogeneous and convex functions in Gaussian random variables

DOI10.1070/IM9075zbMath1490.60036OpenAlexW3095552402MaRDI QIDQ5862181

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

Publication date: 7 March 2022

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

Full work available at URL: https://doi.org/10.1070/im9075

zbMATH Keywords

quadratic formsGaussian random variablesdistribution densitypositive homogeneous functions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Probabilistic measure theory (60A10) Measures and integration on abstract linear spaces (46G12) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15) Statistical distribution theory (62E99)

Related Items (2)

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

This page was built for publication: On distributions of homogeneous and convex functions in Gaussian random variables