Estimates of moments and tails of Gaussian chaoses

• Rafał Latała ^[1]
  1. [1] Warsaw University
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 34, Nº. 6, 2006, págs. 2315-2331
• Idioma: inglés
• DOI: 10.1214/009117906000000421
• Texto completo no disponible (Saber más ...)
• Resumen

  • We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form ∑ai1,…,idgi1⋯gid, where gi are i.i.d. ${\mathcal{N}}(0,1)$ r.v.’s. Estimates are exact up to constants depending on d only.