On decoupling, series expansions, and tail behavior of chaos processes
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- A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
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- Asymptotic distribution of symmetric statistics
- Decoupling inequalities for polynomial chaos
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- Symmetric statistics, Poisson point processes, and multiple Wiener integrals
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Cited in
(26)- Intersection local times for interlacements
- Concentration and moment inequalities for polynomials of independent random variables
- Central limit theorem for multiple integrals with respect to the empirical process
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- Moments of Gaussian chaoses in Banach spaces
- Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method
- Asymptotic expansion of Gaussian chaos via probabilistic approach
- The Hanson-Wright inequality for random tensors
- Gaussian chaos laws on Banach function spaces
- On the operator norm of random rectangular Toeplitz matrices
- On extremal behavior of Gaussian chaos
- Malliavin calculus and decoupling inequalities in Banach spaces
- Hanson-Wright inequality in Banach spaces
- Concentration inequalities for bounded functionals via log-Sobolev-type inequalities
- Moment estimates implied by modified log-Sobolev inequalities
- Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics
- Estimates of moments and tails of Gaussian chaoses
- Moment inequalities for U-statistics
- Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order
- The size of diagonal two-order Gaussian chaoses
- Johnson–Lindenstrauss Embeddings with Kronecker Structure
- Dimension free and infinite variance tail estimates on Poisson space
- Zero-one laws for polynomials in Gaussian random variables: A simple proof
- Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
- Suprema of chaos processes and the restricted isometry property
- On integrability in the LIL for degenerate \(U\)-statistics
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