Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails

DOI10.1016/J.SPL.2015.08.019MaRDI QIDQ900952zbMATH OpenOpenAlexFDO

Authors Konrad Kolesko, Rafał Latała

Publication date 23 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1508.07541

zbMATH Keywords

polynomial chaosestail and moment estimateslogarithmically convex tails

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Abstract: We derive two-sided estimates for random multilinear forms (random chaoses) generated by independent symmetric random variables with logarithmically concave tails. Estimates are exact up to multiplicative constants depending only on the order of chaos.

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Cites work

• scientific article; zbMATH DE number 1014176 (Why is no real title available?)
• Decoupling inequalities for polynomial chaos
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• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails

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(10)

• Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails
• Higher order concentration on Stiefel and Grassmann manifolds
• Some notes on concentration for \(\alpha\)-subexponential random variables
• Tail and moment estimates for a class of random chaoses of order two
• Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• The Hanson-Wright inequality for random tensors
• Tail and moment estimates for some types of chaos
• Two-sided moment estimates for a class of nonnegative chaoses
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