Two-sided moment estimates for a class of nonnegative chaoses

DOI10.1016/J.SPL.2016.08.005MaRDI QIDQ334043zbMATH OpenOpenAlexFDO

Authors 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)

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.

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Cites work

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• A note on suprema of canonical processes based on random variables with regular moments
• Decoupling inequalities for polynomial chaos
• Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
• Estimates of moments and tails of Gaussian chaoses
• Estimation of moments of sums of independent real random variables
• Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails
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Cited in

(4)

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

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