Distributions of polynomials in Gaussian random variables under structural constraints

2020/07/24 by Kosov, Egor
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2007.12742

Abstract

We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on ℝⁿ. We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by another fixed number.

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