Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails
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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
- Decoupling inequalities for polynomial chaos
- Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
- Estimates of moments and tails of Gaussian chaoses
- Estimation of moments of sums of independent real random variables
- scientific article; zbMATH DE number 1014176 (Why is no real title available?)
- Measuring the magnitude of sums of independent random variables
- Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
Cited in
(14)- Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
- Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
- The Hanson-Wright inequality for random tensors
- Two-sided moment estimates for a class of nonnegative chaoses
- Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails
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- Some notes on concentration for -subexponential random variables
- Higher order concentration on Stiefel and Grassmann manifolds
- Sparse Hanson-Wright inequalities with applications
- Uniform Hanson-Wright type deviation inequalities for -subexponential random vectors
- Moments and tails of L_q-valued chaoses of order two based on independent variables with log-concave tails
- Exponential inequalities and laws of the iterated logarithm for multiple Poisson-Wiener integrals and Poisson U-statistics
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