Estimates of moments and tails of Gaussian chaoses (Q874736)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimates of moments and tails of Gaussian chaoses |
scientific article; zbMATH DE number 5141189
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimates of moments and tails of Gaussian chaoses |
scientific article; zbMATH DE number 5141189 |
Statements
Estimates of moments and tails of Gaussian chaoses (English)
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
0 references
0.8677241206169128
0 references
0.8645831942558289
0 references
0.843792200088501
0 references
