Abstract:This paper deals with different properties of polynomials in random elements: bounds for characteristic functionals of polynomials, stochastic generalization of the Vinogradov mean value theorem, the characterization problem, and bounds for probabilities to hit the balls. These results cover the cases when the random elements take values in finite as well as infinite dimensional Hilbert spaces.In section 2 we give the bounds for characteristic functions gn(t, a), which improve (1) so that D increases essential… Show more
“…This paper has been partially motivated by the papers [13] and [20], where some bounds for the characteristic functions of random variables of type (1.1) are obtained, including the following estimate (see [13,Theorem 5]):…”
We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on R n . We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by another fixed number.
“…This paper has been partially motivated by the papers [13] and [20], where some bounds for the characteristic functions of random variables of type (1.1) are obtained, including the following estimate (see [13,Theorem 5]):…”
We study the regularity of densities of distributions that are polynomial images of the standard Gaussian measure on R n . We assume that the degree of a polynomial is fixed and that each variable enters to a power bounded by another fixed number.
We prove a partial extension of Vinogradovs estimates of trigonometric sums to the case of random variables. These generalizations are useful in limit theorems in probability theory and mathematical statistics.
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