高斯随机变量中齐次函数和凸函数的分布

IF 0.8 3区数学 Q2 MATHEMATICS

Izvestiya Mathematics Pub Date : 2021-01-01 DOI:10.1070/IM9075

Vladimir I. Bogachev, E. Kosov, Svetlana Nikolaevna Popova

引用次数: 2

摘要

我们得到了广义的条件，在这些条件下，高斯中齐次函数的分布和更一般的随机变量具有有界密度或甚至有界变异密度或具有有限Fisher信息的密度。对于凸函数也得到了类似的结果。给出了二次型极大值的应用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On distributions of homogeneous and convex functions in Gaussian random variables

We obtain broad conditions under which distributions of homogeneous functions in Gaussian and more general random variables have bounded densities or even densities of bounded variation or densities with finite Fisher information. Analogous results are obtained for convex functions. Applications to maxima of quadratic forms are given.

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来源期刊

Izvestiya Mathematics 数学-数学

CiteScore

1.30

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： The Russian original is rigorously refereed in Russia and the translations are carefully scrutinised and edited by the London Mathematical Society. This publication covers all fields of mathematics, but special attention is given to: Algebra; Mathematical logic; Number theory; Mathematical analysis; Geometry; Topology; Differential equations.