Two properties of vectors of quadratic forms in Gaussian random variables
Probability
2013-05-28 v1
Abstract
We study distributions of random vectors whose components are second order polynomials in Gaussian random variables. Assuming that the law of such a vector is not absolutely continuous with respect to Lebesgue measure, we derive some interesting consequences. Our second result gives a characterization of limits in law for sequences of such vectors.
Cite
@article{arxiv.1305.5990,
title = {Two properties of vectors of quadratic forms in Gaussian random variables},
author = {Vladimir I. Bogachev and Egor D. Kosov and Ivan Nourdin and Guillaume Poly},
journal= {arXiv preprint arXiv:1305.5990},
year = {2013}
}
Comments
14 pages