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

DOI10.1016/J.SPL.2015.08.019zbMATH Open1356.60028arXiv1508.07541OpenAlexW2117868981MaRDI QIDQ900952FDOQ900952

Authors: Konrad Kolesko, Rafał Latała 

Publication date: 23 December 2015

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

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.

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

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zbMATH Keywords

polynomial chaosestail and moment estimateslogarithmically convex tails

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• Title not available (Why is that?)
• Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
• Decoupling inequalities for polynomial chaos
• Estimation of moments of sums of independent real random variables
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• Estimates of moments and tails of Gaussian chaoses
• Measuring the magnitude of sums of independent random variables

Cited In (9)

• Tail and moment estimates for a class of random chaoses of order two
• Some notes on concentration for \(\alpha\)-subexponential random variables
• The Hanson-Wright inequality for random tensors
• Higher order concentration on Stiefel and Grassmann manifolds
• Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
• Title not available (Why is that?)
• Two-sided moment estimates for a class of nonnegative chaoses
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails

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