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Integro-differential equations and functional analysis
On distributions of trigonometric polynomials in Gaussian random variables
G. I. Zelenovab a Lomonosov Moscow State University, Moscow, Russian Federation
b Higher School of Economics, Moscow, Russian Federation
Abstract:
We prove new results about the inclusion of distributions of trigonometric polynomials in Gaussian random variables to Nikolskii–Besov classes. In addition, we estimate the total variance distances between distributions of trigonometric polynomials via the $L^q$-distances between the polynomials themselves.
Keywords:
Nikolskii–-Besov class, Gaussian measure, distribution of a trigonometric polynomial.
Received: 05.06.2021
Citation:
G. I. Zelenov, “On distributions of trigonometric polynomials in Gaussian random variables”, Bulletin of Irkutsk State University. Series Mathematics, 37 (2021), 77–92
Linking options:
https://www.mathnet.ru/eng/iigum461 https://www.mathnet.ru/eng/iigum/v37/p77
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| Abstract page: | 261 | | Full-text PDF : | 142 | | References: | 45 |
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