Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails

DOI10.1214/11-AIHP441zbMath1263.60016arXiv1007.1431MaRDI QIDQ1930657

Radosław Adamczak, Rafał Latała

Publication date: 11 January 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.1431

zbMATH Keywords

metric entropypolynomial chaosestail and moment estimates

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (18)

A note on concentration for polynomials in the Ising model ⋮ Two-sided moment estimates for a class of nonnegative chaoses ⋮ The Hanson-Wright inequality for random tensors ⋮ Moment estimates implied by modified log-Sobolev inequalities ⋮ Marchenko–Pastur law with relaxed independence conditions ⋮ Marchenko-Pastur law for a random tensor model ⋮ Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls ⋮ Some notes on concentration for \(\alpha\)-subexponential random variables ⋮ Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails ⋮ Higher order concentration on Stiefel and Grassmann manifolds ⋮ Concentration inequalities for random tensors ⋮ Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order ⋮ Hanson-Wright inequality in Banach spaces ⋮ On almost sure convergence of random variables with finite chaos decomposition ⋮ Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables ⋮ Moments of Gaussian chaoses in Banach spaces ⋮ Tail and moment estimates for a class of random chaoses of order two ⋮ Concentration and Moment Inequalities for Polynomials of Independent Random Variables

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