Densities of distributions of homogeneous functions of Gaussian random vectors

Authors

• Bogachev, V. I.^{1, 2, 3}
• Kosov, E. D.^{1, 2}
• Popova, S. N.^{2, 4}

• ¹ Faculty of Mechanics and Mathematics, Lomonosov Moscow State University, Moscow, 119991, Russia , Moscow (Russia)
• ² National Research University Higher School of Economics, Moscow, 101000, Russia , Moscow (Russia)
• ³ St.-Tikhon’s Orthodox University, Moscow, 115184, Russia , Moscow (Russia)
• ⁴ Moscow Institute of Physics and Technology (National Research University), Dolgoprudnyi, Moscow oblast, 141701, Russia , Dolgoprudnyi (Russia)

Type

Published Article

Journal

Doklady Mathematics

Publisher

Pleiades Publishing

Publication Date

Nov 01, 2020

Volume

102

Issue

3

Pages

460–463

Identifiers

DOI: 10.1134/S106456242006023X

Source

Springer Nature

Keywords

• Gaussian Measure
• Homogeneous Function
• Distribution Density

License

Yellow