Estimates of moments and tails of Gaussian chaoses (Q874736): Difference between revisions

The author derives precise bounds on the moments and tails of Gaussian chaoses of order \(d\), that is, random variables of the form \(\sum_{i_1 < \dots <i_d}a_{i_1,\dots,i_d}g_{i_1}\dots g_{i_d},\) where \(g_i\) are independent standard normal random variables. The bounds are exact up to constants depending on \(d\) only.