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arXiv · 1305.5990

Two properties of vectors of quadratic forms in Gaussian random variables

Vladimir I. Bogachev·Egor D. Kosov·Ivan Nourdin·Guillaume Poly
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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.

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Vladimir I. Bogachev, Egor D. Kosov, Ivan Nourdin, Guillaume Poly. 2013-05-26. Two properties of vectors of quadratic forms in Gaussian random variables. https://arxiv.org/abs/1305.5990

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