Two properties of vectors of quadratic forms in Gaussian random variables

Poly, Guillaume; NOURDIN, Ivan; Bogachev, Vladimir; Kosov, Egor

doi:10.1137/S0040585X97T987041

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Two properties of vectors of quadratic forms in Gaussian random variables

Poly, Guillaume; NOURDIN, Ivan; Bogachev, Vladimir et al.

2014 • In Teoriya Veroyatnostei i ee Primeneniya, 59 (2), p. 214-232

Peer reviewed

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https://hdl.handle.net/10993/13652

DOI
10.1137/S0040585X97T987041

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Keywords :

Malliavin calculus; Gaussian quadratic forms

Disciplines :

Mathematics

Author, co-author :

Poly, Guillaume

NOURDIN, Ivan ; université de Nancy > mathematics > professor

Bogachev, Vladimir; University of Moscow > mathematics > professor

Kosov, Egor

External co-authors :

yes

Language :

English

Title :

Two properties of vectors of quadratic forms in Gaussian random variables

Publication date :

2014

Journal title :

Teoriya Veroyatnostei i ee Primeneniya

Volume :

Issue :

Pages :

214-232

Peer reviewed :

Peer reviewed

Available on ORBilu :

since 23 December 2013

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