Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
From MaRDI portal
Publication:1930657
Abstract: We present two-sided estimates of moments and tails of polynomial chaoses of order at most three generated by independent symmetric random variables with log-concave tails as well as for chaoses of arbitrary order generated by independent symmetric exponential variables. The estimates involve only deterministic quantities and are optimal up to constants depending only on the order of the chaos variable.
Recommendations
- Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails
- Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails
- Tail and moment estimates for some types of chaos
- scientific article; zbMATH DE number 2034510
- Tail and moment estimates for a class of random chaoses of order two
Cites work
- Decoupling and Khintchine's inequalities for \(U\)-statistics
- Decoupling inequalities for polynomial chaos
- Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
- Estimates of moments and tails of Gaussian chaoses
- Étude des coefficients de Fourier des fonctions de \(L^ p(G)\)
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- scientific article; zbMATH DE number 2034510 (Why is no real title available?)
- Logarithmic Sobolev Inequalities
- Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
- Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails
- Moment inequalities for U-statistics
- On decoupling, series expansions, and tail behavior of chaos processes
- Tail and moment estimates for some types of chaos
- Tail and moment estimates for sums of independent random variables with logarithmically concave tails
- Tail and moment estimates for sums of independent random vectors with logarithmically concave tails
- The free Markoff field
- The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
Cited in
(30)- On decoupling, series expansions, and tail behavior of chaos processes
- 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
- The Hanson-Wright inequality for random tensors
- Concentration inequalities for random tensors
- A note on concentration for polynomials in the Ising model
- Two-sided moment estimates for a class of nonnegative chaoses
- Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails
- scientific article; zbMATH DE number 2034510 (Why is no real title available?)
- Moment estimates implied by modified log-Sobolev inequalities
- Tail and moment estimates for some types of chaos
- Concentration inequalities for non-Lipschitz functions with bounded derivatives of higher order
- Tail and moment estimates for a class of random chaoses of order two
- Relations between exponential tails, moments and moment generating functions for random variables and vectors
- 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
- Limit theorems for the volumes of small codimensional random sections of \(\ell_{p}^{n}\)-balls
- Some notes on concentration for -subexponential random variables
- Higher order concentration on Stiefel and Grassmann manifolds
- Sparse Hanson-Wright inequalities with applications
- Small ball probabilities for simple random tensors
- On log-concave-tailed chaoses and the restricted isometry property
- Moments and tails of L_q-valued chaoses of order two based on independent variables with log-concave tails
- On the spectral norm of Rademacher matrices
- Exponential inequalities and laws of the iterated logarithm for multiple Poisson-Wiener integrals and Poisson U-statistics
- Estimates of moments and tails of Gaussian chaoses
- Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails
This page was built for publication: Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1930657)
