Squared chaotic random variables: new moment inequalities with applications

DOI10.1016/J.JFA.2015.10.013zbMath1355.60013arXiv1503.02154OpenAlexW2964095343MaRDI QIDQ897694

Ivan Nourdin, Giovanni Peccati, Guillaume Poly, Dominique Malicet

Publication date: 7 December 2015

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.02154

zbMATH Keywords

Hadamard inequalityGaussian vectorsvariance inequalities

Mathematics Subject Classification ID

Gaussian processes (60G15) Determinants, permanents, traces, other special matrix functions (15A15) Probability theory on algebraic and topological structures (60B99)

Related Items (10)

Similarities and differences between real and complex Banach spaces: an overview and recent developments ⋮ Some new Gaussian product inequalities ⋮ A combinatorial proof of the Gaussian product inequality beyond the \(\mathrm{MTP}_2\) case ⋮ Non-linear plank problems and polynomial inequalities ⋮ A short proof of a strong form of the three dimensional Gaussian product inequality ⋮ Quantitative versions of the two-dimensional Gaussian product inequalities ⋮ Moment ratio inequality of bivariate Gaussian distribution and three-dimensional Gaussian product inequality ⋮ Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices ⋮ The three-dimensional Gaussian product inequality ⋮ An opposite Gaussian product inequality

Cites Work

• Unnamed Item
• Unnamed Item
• Generalization of the Nualart-Peccati criterion
• On independence and conditioning on Wiener space
• The plank problem for symmetric bodies
• Pfaffians, Hafnians and products of real linear functionals
• Gaussian variables, polynomials and permanents
• On an independence criterion for multiple Wiener integrals
• A combinational proof of the Mehler formula
• Geometry of spaces of polynomials
• Itô-Wiener chaos expansion with exact residual and correlation, variance inequalities
• Linear polarization constants of Hilbert spaces
• A Gaussian inequality for expected absolute products
• Fourth moment theorems for Markov diffusion generators
• Characterization of equality in the correlation inequality for convex functions, the U-conjecture
• On the unlinking conjecture of independent polynomial functions
• Lower bounds for norms of products of polynomials via Bombieri inequality
• Normal Approximations with Malliavin Calculus
• Determinant Inequalities via Information Theory
• Lower Bounds for Norms of Products of Polynomials

This page was built for publication: Squared chaotic random variables: new moment inequalities with applications