Estimates of moments and tails of Gaussian chaoses

From MaRDI portal
Publication:874736

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

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 sumai1,...,idgi1...gid, where gi 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





Cites Work


Cited In (48)


   Recommendations





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)