Estimates of moments and tails of Gaussian chaoses

DOI10.1214/009117906000000421zbMATH Open1119.60015arXivmath/0505313OpenAlexW2040583004MaRDI QIDQ874736FDOQ874736

Authors: Rafał Latała 

Publication date: 10 April 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form $sum{a}_{i_1,\mathrm{...},i_d}{g}_{i_1}\mathrm{...}{g}_{i_d}$, where $g_i$ are i.i.d. $mathcalN(0,1)$ r.v.'s. Estimates are exact up to constants depending on $d$ only.

Full work available at URL: https://arxiv.org/abs/math/0505313

Recommendations

• Moments of Gaussian chaoses in Banach spaces
• Tail and moment estimates for a class of random chaoses of order two
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• scientific article; zbMATH DE number 898379
• Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails

zbMATH Keywords

Gaussian processesmetric entropyGaussian chaoses

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15)

Cites Work

• Title not available (Why is that?)
• The concentration of measure phenomenon
• Hitting probabilities of killed brownian motion : a study on geometric regularity
• A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
• Bounds on the tail probability of 𝑈-statistics and quadratic forms
• Moment inequalities for U-statistics
• Tail and moment estimates for some types of chaos
• On decoupling, series expansions, and tail behavior of chaos processes
• Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails
• Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses

Cited In (48)

• Concentration inequalities on the multislice and for sampling without replacement
• On the rate of convergence in Wasserstein distance of the empirical measure
• Tail and moment estimates for a class of random chaoses of order two
• Iteration of the lent particle method for existence of smooth densities of Poisson functionals
• Moments of Gaussian chaoses in Banach spaces
• Some notes on concentration for \(\alpha\)-subexponential random variables
• Asymptotic expansion of Gaussian chaos via probabilistic approach
• A note on concentration for polynomials in the Ising model
• The Hanson-Wright inequality for random tensors
• Johnson-Lindenstrauss lemma for circulant matrices**
• Higher order concentration on Stiefel and Grassmann manifolds
• Norm and Trace Estimation with Random Rank-one Vectors
• On extremal behavior of Gaussian chaos
• Hanson-Wright inequality in Banach spaces
• Two-sided bounds for the tracial seminorm of multilinear Schur multipliers
• A new central limit theorem and decomposition for Gaussian polynomials, with an application to deterministic approximate counting
• Tensor-Structured Sketching for Constrained Least Squares
• Higher order concentration for functions of weakly dependent random variables
• On Some Gaussian Concentration Inequality for Non-Lipschitz Functions
• Average-case speedup for product formulas
• Rates of estimation for high-dimensional multireference alignment
• Concentration inequalities for bounded functionals via log-Sobolev-type inequalities
• Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
• Marchenko–Pastur law with relaxed independence conditions
• On the Operator Norm of Random Rectangular Toeplitz Matrices
• Moment estimates implied by modified log-Sobolev inequalities
• From \(p\)-Wasserstein bounds to moderate deviations
• Concentration inequalities for random tensors
• Two-sided moment estimates for a class of nonnegative chaoses
• Some new concentration inequalities for the Itô stochastic integral
• Moment inequalities for U-statistics
• Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails
• The size of diagonal two-order Gaussian chaoses
• Survey on nonlocal games and operator space theory
• Johnson–Lindenstrauss Embeddings with Kronecker Structure
• Explicit lower and upper bounds on the entangled value of multiplayer XOR games
• Concentration and Moment Inequalities for Polynomials of Independent Random Variables
• Ornstein–Uhlenbeck operators and semigroups
• On the large deviations of traces of random matrices
• Modified log-Sobolev inequalities, Beckner inequalities and moment estimates
• Marchenko-Pastur law for a random tensor model
• Concentration estimates for functions of finite high‐dimensional random arrays
• Transference principles for log-Sobolev and spectral-gap with applications to conservative spin systems
• Concentration for noncommutative polynomials in random matrices
• Sparse Hanson-Wright inequalities for subgaussian quadratic forms
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• Title not available (Why is that?)
• Logarithmic Sobolev inequalities for finite spin systems and applications

This page was built for publication: Estimates of moments and tails of Gaussian chaoses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q874736)