Two-sided moment estimates for a class of nonnegative chaoses

DOI10.1016/J.SPL.2016.08.005zbMATH Open1375.60057arXiv1606.01806OpenAlexW2416193394MaRDI QIDQ334043FDOQ334043

Authors: Rafał Meller 

Publication date: 31 October 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We derive two-sided bounds for moments of random multilinear forms (random chaoses) with nonnegative coeficients generated by independent nonnegative random variables $X_i$ which satisfy the following condition on the growth of moments: $lv{X}_i{v}_{2p}leqAlv{X}_i{v}_p$ for any $i$ and $pgeq1$. Estimates are deterministic and exact up to multiplicative constants which depend only on the order of chaos and the constant $A$ in the moment assumption.

Full work available at URL: https://arxiv.org/abs/1606.01806

Recommendations

• Tail and moment estimates for a class of random chaoses of order two
• Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails
• scientific article; zbMATH DE number 2034510
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• Estimates of moments and tails of Gaussian chaoses

zbMATH Keywords

logarithmically concave tailspolynomial chaosestail and moment estimates

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
• Decoupling inequalities for polynomial chaos
• Estimation of moments of sums of independent real random variables
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• A note on suprema of canonical processes based on random variables with regular moments
• Title not available (Why is that?)
• Estimates of moments and tails of Gaussian chaoses
• Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails

Cited In (4)

• Tail and moment estimates for a class of random chaoses of order two
• Moments of Gaussian chaoses in Banach spaces
• The Hanson-Wright inequality for random tensors
• Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables

This page was built for publication: Two-sided moment estimates for a class of nonnegative chaoses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q334043)