Moments of Gaussian chaoses in Banach spaces

DOI10.1214/20-EJP567MaRDI QIDQ2042826zbMATH OpenOpenAlexFDO

Authors Radosław Adamczak, Rafał Latała, Rafał Meller

Publication date 21 July 2021

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

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

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)

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.

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Cited in

(7)

• The Hanson-Wright inequality for random tensors
• Gaussian chaos laws on Banach function spaces
• \(q\)-chaos
• scientific article; zbMATH DE number 898383 (Why is no real title available?)
• 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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