Abstract
We study fractional smoothness of measures on ℝk, that are images of a Gaussian measure under mappings from Gaussian Sobolev classes. As a consequence we obtain Nikolskii–Besov fractional regularity of these distributions under some weak nondegeneracy assumption.
Acknowledgements
The author is a Young Russian Mathematics award winner and would like to thank its sponsors and jury.
This research was supported by the Russian Science Foundation Grant 17-11-01058 at Lomonosov Moscow State University.
References
[1] V. Bally, L. Caramellino, On the distances between probability density functions. Electron. J. Probab. 19, No 110 (2014), 1–33.10.1214/EJP.v19-3175Search in Google Scholar
[2] O.V. Besov, V.P. Il’in, S.M. Nikolskiĭ, Integral Representations of Functions and Imbedding Theorems, V. I, II. Winston & Sons, Washington; Halsted Press, New York - Toronto - London (1978, 1979).Search in Google Scholar
[3] V.I. Bogachev, Gaussian Measures. Amer. Math. Soc., Providence, Rhode Island (1998).10.1090/surv/062Search in Google Scholar
[4] V.I. Bogachev, Differentiable Measures and the Malliavin Calculus. Amer. Math. Soc., Providence, Rhode Island (2010).10.1090/surv/164Search in Google Scholar
[5] V.I. Bogachev, E.D. Kosov, G.I. Zelenov, Fractional smoothness of distributions of polynomials and a fractional analog of the Hardy–Landau–Littlewood inequality. Amer. Math. Soc. 370, No 6 (2018), 4401–4432.10.1090/tran/7181Search in Google Scholar
[6] V.I. Bogachev, E.D. Kosov, S.N. Popova, A new approach to Nikolskii–Besov classes. Moscow Math. J. 19, No 4 (2019), 619–654.10.17323/1609-4514-2019-19-4-619-654Search in Google Scholar
[7] V.I. Bogachev, G.I. Zelenov, On convergence in variation of weakly convergent multidimensional distributions. Doklady Math. 91, No 2 (2015), 138–141.10.1134/S1064562415020039Search in Google Scholar
[8] A. Carbery, J.Wright, Distributional and Lq norm inequalities for polynomials over convex bodies in Rn. Math. Res. Lett. 8, No 3 (2001), 233–248.10.4310/MRL.2001.v8.n3.a1Search in Google Scholar
[9] E.D. Kosov, Fractional smoothness of images of logarithmically concave measures under polynomials. J. Math. Anal. Appl. 462, No 1 (2018), 390–406.10.1016/j.jmaa.2018.02.016Search in Google Scholar
[10] E.D. Kosov, Besov classes on finite and infinite dimensional spaces. Sbornik Math. 210, No 5 (2019), 663–692.10.1070/SM9058Search in Google Scholar
[11] P. Malliavin, Stochastic calculus of variation and hypoelliptic operators. In: Proc. Intern. Symp. SDE Kyoto 1976, Kinokuniya (1978), 195–263.Search in Google Scholar
[12] F. Nazarov, M. Sodin, A. Volberg, 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. 14, No 2 (2003), 351–366Search in Google Scholar
[13] S.M. Nikolskii, Approximation of Functions of Several Variables and Imbedding Theorems. Transl. from the Russian, Springer-Verlag, New York - Heidelberg (1975) (Russian Ed.: Moscow (1977)).10.1007/978-3-642-65711-5Search in Google Scholar
[14] I. Nourdin, D. Nualart, G. Poly, Absolute continuity and convergence of densities for random vectors on Wiener chaos. Electron. J. Probab. 18, No 22 (2013), 1–19.10.1214/EJP.v18-2181Search in Google Scholar
[15] I. Nourdin, G. Poly, Convergence in total variation on Wiener chaos. Stochastic Process. Appl. 123, No 2 (2013), 651–674.10.1016/j.spa.2012.10.004Search in Google Scholar
[16] D. Nualart, The Malliavin Calculus and Related Topics. 2nd Ed., Springer-Verlag, Berlin (2006).Search in Google Scholar
[17] E. Stein, Singular Integrals and Differentiability Properties of Functions. Princeton University Press, Princeton (1970).10.1515/9781400883882Search in Google Scholar
© 2019 Diogenes Co., Sofia
Articles in the same Issue
- Frontmatter
- Editorial
- FCAA related news, events and books (FCAA–Volume 22–5–2019)
- Survey Paper
- A survey on fractional asymptotic expansion method: A forgotten theory
- Simplified fractional-order design of a MIMO robust controller
- Research Paper
- Embeddings of weighted generalized Morrey spaces into Lebesgue spaces on fractal sets
- Weyl integrals on weighted spaces
- On fractional regularity of distributions of functions in Gaussian random variables
- Compactness criteria for fractional integral operators
- Some results on the complete monotonicity of Mittag-Leffler functions of Le Roy type
- Method of upper and lower solutions for nonlinear Caputo fractional difference equations and its applications
- Numerical solution of fractional-order ordinary differential equations using the reformulated infinite state representation
- Supercritical fractional Kirchhoff type problems
- Identification for control of suspended objects in non-Newtonian fluids
- Algebraic fractional order differentiator based on the pseudo-state space representation
- Eigenvalues for a combination between local and nonlocal p-Laplacians
Articles in the same Issue
- Frontmatter
- Editorial
- FCAA related news, events and books (FCAA–Volume 22–5–2019)
- Survey Paper
- A survey on fractional asymptotic expansion method: A forgotten theory
- Simplified fractional-order design of a MIMO robust controller
- Research Paper
- Embeddings of weighted generalized Morrey spaces into Lebesgue spaces on fractal sets
- Weyl integrals on weighted spaces
- On fractional regularity of distributions of functions in Gaussian random variables
- Compactness criteria for fractional integral operators
- Some results on the complete monotonicity of Mittag-Leffler functions of Le Roy type
- Method of upper and lower solutions for nonlinear Caputo fractional difference equations and its applications
- Numerical solution of fractional-order ordinary differential equations using the reformulated infinite state representation
- Supercritical fractional Kirchhoff type problems
- Identification for control of suspended objects in non-Newtonian fluids
- Algebraic fractional order differentiator based on the pseudo-state space representation
- Eigenvalues for a combination between local and nonlocal p-Laplacians