Tail and moment estimates for a class of random chaoses of order two

DOI10.4064/SM170819-2-5MaRDI QIDQ5226531zbMATHOpenAlexWikidataFDO

Authors Rafał Meller

Publication date 31 July 2019

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.05856

zbMATH Keywords

tail and moment estimatesrandom quadratic formsrandom chaoses

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Abstract: We derive two-sided bounds for moments and tails of random quadratic forms (random chaoses of order $2$), generated by independent symmetric random variables such that $lVertXVer{t}_{2p}leqalphalVertXVer{t}_p$ for any $pgeq1$ and some $alphageq1$. Estimates are deterministic and exact up to some multiplicative constants which depend only on $alpha$.

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Cites work

• scientific article; zbMATH DE number 2034510 (Why is no real title available?)
• COMPARISON OF WEAK AND STRONG MOMENTS FOR VECTORS WITH INDEPENDENT COORDINATES
• 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
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• Tail and moment estimates for some types of chaos
• Tail and moment estimates for sums of independent random variables with logarithmically concave tails
• Tail and moment estimates for sums of independent random vectors with logarithmically concave tails
• Two-sided moment estimates for a class of nonnegative chaoses

Cited in

(7)

• Moments of Gaussian chaoses in Banach spaces
• Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• The Hanson-Wright inequality for random tensors
• Estimates of moments and tails of Gaussian chaoses
• Two-sided moment estimates for a class of nonnegative chaoses
• Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails

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