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

DOI10.4064/SM170819-2-5zbMATH Open1423.60036arXiv1708.05856OpenAlexW2962916998WikidataQ128263749 ScholiaQ128263749MaRDI QIDQ5226531FDOQ5226531

Authors: Rafał Meller 

Publication date: 31 July 2019

Published in: Studia Mathematica (Search for Journal in Brave)

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 $alpha$.

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

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zbMATH Keywords

tail and moment estimatesrandom quadratic formsrandom chaoses

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
• Two-sided moment estimates for a class of nonnegative chaoses
• Title not available (Why is that?)
• Tail and moment estimates for sums of independent random variables with logarithmically concave tails
• Estimates of moments and tails of Gaussian chaoses
• Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails
• Tail and moment estimates for some types of chaos
• Tail and moment estimates for sums of independent random vectors with logarithmically concave tails
• COMPARISON OF WEAK AND STRONG MOMENTS FOR VECTORS WITH INDEPENDENT COORDINATES

Cited In (4)

• The Hanson-Wright inequality for random tensors
• Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
• Estimates of moments and tails of Gaussian chaoses
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails

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