Estimates of moments and tails of Gaussian chaoses (Q874736)
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English | Estimates of moments and tails of Gaussian chaoses |
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Estimates of moments and tails of Gaussian chaoses (English)
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10 April 2007
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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.
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Gaussian chaoses
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Gaussian processes
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metric entropy
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