Two-sided moment estimates for a class of nonnegative chaoses

DOI10.1016/j.spl.2016.08.005zbMath1375.60057arXiv1606.01806OpenAlexW2416193394MaRDI QIDQ334043

Rafał Meller

Publication date: 31 October 2016

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

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

zbMATH Keywords

logarithmically concave tailspolynomial chaosestail and moment estimates

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (3)

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

Cites Work

• Estimates of moments and tails of Gaussian chaoses
• Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails
• Decoupling inequalities for polynomial chaos
• Estimation of moments of sums of independent real random variables
• Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
• 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
• Unnamed Item

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