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Distributions of Second Order Polynomials in Gaussian Random Variables.

Authors :
Kosov, E. D.
Source :
Mathematical Notes; Feb2022, Vol. 111 Issue 1/2, p71-81, 11p
Publication Year :
2022

Abstract

In this paper, we study bounds for the total variation distance between distributions of second order polynomials in normal random variables provided that they essentially depend on at least three variables. Moreover, we partially extend some recent bounds for the Kolmogorov distance between the distributions of norms of Gaussian random vectors to the case of the total variation distance. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00014346
Volume :
111
Issue :
1/2
Database :
Complementary Index
Journal :
Mathematical Notes
Publication Type :
Academic Journal
Accession number :
155397446
Full Text :
https://doi.org/10.1134/S0001434622010084