Moments of Gaussian chaoses in Banach spaces

DOI10.1214/20-EJP567zbMATH Open1469.60064arXiv2002.01790OpenAlexW3119290234MaRDI QIDQ2042826FDOQ2042826

Authors: Radosław Adamczak, Rafał Latała, Rafał Meller 

Publication date: 21 July 2021

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

Abstract: We derive moment and tail estimates for Gaussian chaoses of arbitrary order with values in Banach spaces. We formulate a conjecture regarding two-sided estimates and show that it holds in a certain class of Banach spaces including L_q spaces. As a corollary we obtain two-sided bounds for moments of chaoses with values in L_q spaces based on exponential random variables.

Full work available at URL: https://arxiv.org/abs/2002.01790

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zbMATH Keywords

Gaussian processesmetric entropyGaussian chaosestail and moment inequalitiespolynomials in independent random variables

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability theory on linear topological spaces (60B11) Inequalities; stochastic orderings (60E15)

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Cited In (7)

• The Hanson-Wright inequality for random tensors
• Gaussian chaos laws on Banach function spaces
• \(q\)-chaos
• Title not available (Why is that?)
• Estimates of moments and tails of Gaussian chaoses
• The size of diagonal two-order Gaussian chaoses
• Banach random walk in the unit ball \(S\subset l^{2}\) and chaotic decomposition of \(l^{2}( S,\mathbb {P})\)

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