On decoupling, series expansions, and tail behavior of chaos processes

DOI10.1007/BF01046771zbMath0785.60023MaRDI QIDQ1209210

Miguel A. Arcones, Evarist Giné M.

Publication date: 16 May 1993

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Gaussian processes; \(U\)-processes; decoupling; Karhunen-Loeve expansion; chaos processes

Mathematics Subject Classification ID

60G15: Gaussian processes

60G12: General second-order stochastic processes

Related Items

The size of diagonal two-order Gaussian chaoses, On integrability in the LIL for degenerate \(U\)-statistics, Moment inequalities for U-statistics, Estimates of moments and tails of Gaussian chaoses, Dimension free and infinite variance tail estimates on Poisson space, Central limit theorem for multiple integrals with respect to the empirical process, Malliavin calculus and decoupling inequalities in Banach spaces, Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics, 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, Gaussian chaos laws on Banach function spaces

Cites Work

• Symmetric statistics, Poisson point processes, and multiple Wiener integrals
• Decoupling inequalities for polynomial chaos
• Functional limit theorems for U-processes
• Asymptotic distribution of symmetric statistics
• Large sample theory for U-statistics and tests of fit
• Étude des coefficients de Fourier des fonctions de \(L^ p(G)\)
• Hypercontraction methods in moment inequalities for series of independent random variables in normed spaces
• Approximation Theorems of Mathematical Statistics
• A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
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