Estimates of moments and tails of Gaussian chaoses
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Publication:874736
DOI10.1214/009117906000000421zbMATH Open1119.60015arXivmath/0505313OpenAlexW2040583004MaRDI QIDQ874736FDOQ874736
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 , where are i.i.d. r.v.'s. Estimates are exact up to constants depending on only.
Full work available at URL: https://arxiv.org/abs/math/0505313
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Cited In (48)
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- 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
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- 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
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- Some new concentration inequalities for the Itô stochastic integral
- Moment inequalities for U-statistics
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- The size of diagonal two-order Gaussian chaoses
- Survey on nonlocal games and operator space theory
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- 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
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- Concentration for noncommutative polynomials in random matrices
- Sparse Hanson-Wright inequalities for subgaussian quadratic forms
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