Decoupling inequalities for polynomial chaos (Q1091023): Difference between revisions

Let \(X,X_ 1,...,X_ d\) be a sequence of independent, symmetric, identically distributed random vectors with independent components. The main subject of this paper is the so-called decoupling inequalities, i.e., inequalities of the form \[ E\phi (cQ(X,X,...,X))\leq E\phi (Q(X_ 1,X_ 2,...,X_ d))\leq E\phi (CQ(X,X,...,X)), \] where Q is a symmetric multilinear form with values in a vector space F with all ''diagonal'' terms equal to zero and \(\phi\) is a convex function on F.