Wednesday, December 4, 2019 - 14:00 in V3-201
On recent results and open problems connected with distributions of polynomials on spaces with Gaussian measures
A talk in the Bielefeld Stochastic Afternoon series by
Vladimir Bogachev from Moscow State University
Abstract: |
The talk gives a brief survey of some recent results about distributions of polynomials in Gaussian random variables (or polynomials on spaces with Gaussian measures) of the following nature: sufficient conditions for the boundedness of distribution densities and various differentiability properties such as fractional differentiability. Distributions of maxima of polynomials will be also considered. Some related open problems will be mentioned. |
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