Squared chaotic random variables: new moment inequalities with applications
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Publication:897694
DOI10.1016/J.JFA.2015.10.013zbMATH Open1355.60013arXiv1503.02154OpenAlexW2964095343MaRDI QIDQ897694FDOQ897694
Authors: Dominique Malicet, Ivan Nourdin, Giovanni Peccati, Guillaume Poly 
Publication date: 7 December 2015
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Abstract: We prove a new family of inequalities involving squares of random variables belonging to the Wiener chaos associated with a given Gaussian field. Our result provides a substantial generalisation, as well as a new analytical proof, of an estimate by Frenkel (2007), and also constitute a natural real counterpart to an inequality established by Arias-de-Reyna (1998) in the framework of complex Gaussian vectors. We further show that our estimates can be used to deduce new lower bounds on homogeneous polynomials, thus partially improving results by Pinasco (2012), as well as to obtain a novel probabilistic representation of the remainder in Hadamard inequality of matrix analysis.
Full work available at URL: https://arxiv.org/abs/1503.02154
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Cited In (15)
- How Good is Hadamard’s Inequality for Determinants?
- A Gaussian inequality for expected absolute products
- An opposite Gaussian product inequality
- Similarities and differences between real and complex Banach spaces: an overview and recent developments
- Some new Gaussian product inequalities
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