Estimates of moments and tails of Gaussian chaoses (Q874736)

From MaRDI portal
Revision as of 15:35, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Estimates of moments and tails of Gaussian chaoses
scientific article

    Statements

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

    Identifiers