Abstract
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.
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Literature cited
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Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 158, pp. 161–166, 1987.
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Smorodina, N.V. Conditions for the smoothness of the density of the distribution of the Lp -norm of a Gaussian vector. J Math Sci 43, 2849–2853 (1988). https://doi.org/10.1007/BF01129903
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DOI: https://doi.org/10.1007/BF01129903