«THE BULLETIN OF IRKUTSK STATE UNIVERSITY». SERIES «MATHEMATICS»
«IZVESTIYA IRKUTSKOGO GOSUDARSTVENNOGO UNIVERSITETA». SERIYA «MATEMATIKA»
ISSN 1997-7670 (Print)
ISSN 2541-8785 (Online)

List of issues > Series «Mathematics». 2021. Vol. 37

On Distributions of Trigonometric Polynomials in Gaussian Random Variables

Author(s)
G.I. Zelenov
Abstract

We prove new results about the inclusion of distributions of trigonometric polynomials in Gaussian random variables to Nikolskii–Besov classes. In addition, we estimate the total variance distances between distributions of trigonometric polynomials via the 𝐿q-distances between the polynomials themselves.

About the Authors

Georgii Zelenov, PhD (Phys.–Math.), Junior Research Fellow, Department of Mechanics and Mathematics, Moscow State University, 1, Leninskie Gory, Moscow, 119991, Russian Federation; Assoc. Prof., Faculty of Computer Science, National Research University Higher School of Economics, 20, Myasnitskaya ulitsa, Moscow, 101000, Russian Federation, email: zelenovyur@gmail.com

For citation

Zelenov G.I. On Distributions of Trigonometric Polynomials in Gaussian Random Variables. The Bulletin of Irkutsk State University. Series Mathematics, 2021, vol. 37, pp. 77-92. https://doi.org/10.26516/1997-7670.2021.37.77

Keywords
Nikolskii—Besov class, Gaussian measure, distribution of a trigonometric polynomial.
UDC
519.2
MSC
60E05, 60E015, 28C20, 60F99
DOI
https://doi.org/10.26516/1997-7670.2021.37.77
References
  1. Besov O.V., Il’in V.P., Nikol’ski˘ı S.M. Integral representations of functions and imbedding theorems. Vol. I, II. V. H. Winston & Sons, Washington; Halsted Press [John Wiley & Sons], New York, Toronto, 1978, 1979; viii+345 p., viii+311 p.
  2. Bogachev V.I. Differentiable measures and the Malliavin calculus. Amer. Math. Soc., Rhode Island, Providence, 2010, 510 p.
  3. Bogachev V.I. Distributions of polynomials on multidimensional and infinitedimensional spaces with measures. Russian Math. Surveys., 2016, vol. 71, no 4, pp. 703-749. http://dx.doi.org/10.1070/RM9721
  4. Bogachev V.I. Distributions of polynomials in many variables and Nikolskii-Besov spaces. Real Anal. Exchange, 2019, vol. 44, no. 1, pp. 49-63. http://dx.doi.org/10.14321/realanalexch.44.1.0049
  5. Bogachev V.I., Kosov E.D., Popova S.N. A new approach to Nikolskii–Besov classes. Moscow Math. J., 2019, vol. 19, no. 4. pp. 619-654. https://doi.org/10.17323/1609-4514-2019-19-4-619-654
  6. Bogachev V., Kosov E., Zelenov G. Fractional smoothness of distributions of polynomials and a fractional analog of the Hardy–Landau–Littlewood inequality. Trans. Amer. Math. Soc., 2018, vol. 370, no. 6. pp. 4401-4432. https://doi.org/10.1090/tran/7181
  7. Bogachev V.I., Zelenov G.I., Kosov E.D. Membership of distributions of polynomials in the Nikolskii–Besov class. Dokl. Math. 2016, vol. 94, no. 2. pp. 453-457. https://doi.org/10.1134/S1064562416040293
  8. Carbery A., Wright J. Distributional and 𝐿𝑞 norm inequalities for polynomials over convex bodies in R𝑛. Math. Research Letters., 2001, vol. 8, no. 3. pp. 233-248. https://doi.org/10.4310/MRL.2001.v8.n3.a1
  9. Davydov Y.A. On distance in total variation between image measures. Statistics & Probability Letters, 2017, vol. 129, pp. 393-400. https://doi.org/10.1016/j.spl.2017.06.022
  10. Kosov E.D. Fractional smoothness of images of logarithmically concave measures under polynomials. J. Math. Anal. Appl., 2018, vol. 462, no 1, pp. 390-406. https://doi.org/10.1016/j.jmaa.2018.02.016
  11. Kosov E.D. Besov classes on finite and infinite dimensional spaces. Sbornik Math., 2019, vol. 210, no 5, pp. 663-692. http://dx.doi.org/10.1070/SM9058
  12. Nazarov F.L. Local estimates for exponential polynomials and their applications to inequalities of the uncertainty principle type. St. Petersburg Math. J., 1994, vol. 5, no. 4. pp. 663-717.
  13. Nazarov F., Sodin M., Volberg A. The geometric Kannan–Lovasz–Simonovits lemma, dimension-free estimates for the distribution of the values of polynomials, and the distribution of the zeros of random analytic functions. St. Petersburg Math. J., 2003, vol. 14, no 2, pp. 351-366.
  14. Nourdin I., Poly G. Convergence in total variation on Wiener chaos. Stochastic Process. Appl., 2013, vol. 123, no 2, pp. 651-674. https://doi.org/10.1016/j.spa.2012.10.004
  15. Zelenov G.I. On distances between distributions of polynomials. Theory Stoch. Processes, 2017, vol. 22, no. 2. pp. 79-85.
  16. Zelenov G.I. Fractional smoothness of distributions of trigonometric polynomials on a space with a Gaussian measure. The Bulletin of Irkutsk state University. Series Mathematics, 2020. vol. 31. pp. 78-95. https://doi.org/10.26516/1997-7670.2020.31.78 (in Russian)

Full text (english)