Estimates of moments and tails of Gaussian chaoses

DOI10.1214/009117906000000421MaRDI QIDQ874736zbMATH OpenOpenAlexFDO

Authors Rafał Latała

Publication date 10 April 2007

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

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

zbMATH Keywords

Gaussian processesmetric entropyGaussian chaoses

Mathematics Subject Classification ID

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

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.

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Cites work

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Cited in

(48)

• On the operator norm of random rectangular Toeplitz matrices
• Survey on nonlocal games and operator space theory
• Concentration inequalities for some negatively dependent binary random variables
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• Higher order concentration for functions of weakly dependent random variables
• Some notes on concentration for \(\alpha\)-subexponential random variables
• 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
• Concentration inequalities for bounded functionals via log-Sobolev-type inequalities
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• Johnson-Lindenstrauss lemma for circulant matrices
• Johnson–Lindenstrauss Embeddings with Kronecker Structure
• 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
• Concentration estimates for functions of finite high‐dimensional random arrays
• A note on concentration for polynomials in the Ising model
• Explicit lower and upper bounds on the entangled value of multiplayer XOR games
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• The Hanson-Wright inequality for random tensors
• Logarithmic Sobolev inequalities for finite spin systems and applications
• From \(p\)-Wasserstein bounds to moderate deviations
• The size of diagonal two-order Gaussian chaoses
• Transference principles for log-Sobolev and spectral-gap with applications to conservative spin systems
• Concentration and moment inequalities for polynomials of independent random variables
• Concentration inequalities for random tensors
• Marchenko–Pastur law with relaxed independence conditions
• Marchenko-Pastur law for a random tensor model
• On the rate of convergence in Wasserstein distance of the empirical measure
• Moment inequalities for U-statistics
• On the large deviations of traces of random matrices
• Modified log-Sobolev inequalities, Beckner inequalities and moment estimates
• Concentration for noncommutative polynomials in random matrices
• Sparse Hanson-Wright inequalities for subgaussian quadratic forms
• Tensor-structured sketching for constrained least squares
• Concentration inequalities on the multislice and for sampling without replacement
• Two-sided moment estimates for a class of nonnegative chaoses
• Asymptotic expansion of Gaussian chaos via probabilistic approach
• Some new concentration inequalities for the Itô stochastic integral
• On extremal behavior of Gaussian chaos
• Norm and trace estimation with random rank-one vectors
• Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails
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• Average-case speedup for product formulas
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• On some Gaussian concentration inequality for non-Lipschitz functions

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