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Two properties of vectors of quadratic forms in Gaussian random variables

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 نشر من قبل Ivan Nourdin
 تاريخ النشر 2013
  مجال البحث
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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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