Conditions of smoothness of density for $L_p$-norm distribution of Gaussian random vector
Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part X, Tome 158 (1987), pp. 161-166
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In this paper sufficient conditions are given for the smoothness indicated in the title. The restrictions on the Gaussian measure are connected only with the dimension of its topological support.
@article{ZNSL_1987_158_a16,
author = {N. V. Smorodina},
title = {Conditions of smoothness of density for $L_p$-norm distribution of {Gaussian} random vector},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {161--166},
year = {1987},
volume = {158},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1987_158_a16/}
}
N. V. Smorodina. Conditions of smoothness of density for $L_p$-norm distribution of Gaussian random vector. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part X, Tome 158 (1987), pp. 161-166. http://geodesic.mathdoc.fr/item/ZNSL_1987_158_a16/