Moments of the Gaussian Chaos

DOI10.1007/978-3-642-15217-7_13MaRDI QIDQ3086805zbMATH OpenOpenAlexFDO

Authors Joseph Lehec

Publication date 30 March 2011

Published in Séminaire de Probabilités XLIII (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1011.2139

zbMATH Keywords

chainingmetric entropyWiener chaos

Mathematics Subject Classification ID

Gaussian processes (60G15)

Abstract: This paper deals with Lata{l}a's estimation of the moments of Gaussian chaoses. It is shown that his argument can be simplified significantly using Talagrand's generic chaining.

Cited in

(8)

• Concentration inequalities for random tensors
• Asymptotic expansion of Gaussian chaos via probabilistic approach
• Deviations from Gaussianity in deterministic discrete time dynamical systems
• Concentration and moment inequalities for polynomials of independent random variables
• Marchenko–Pastur law with relaxed independence conditions
• Marchenko-Pastur law for a random tensor model
• From \(p\)-Wasserstein bounds to moderate deviations
• Small ball probabilities for simple random tensors

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