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

DOI10.1016/j.spl.2015.08.019zbMath1356.60028arXiv1508.07541OpenAlexW2117868981MaRDI QIDQ900952

Rafał Latała, Konrad Kolesko

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)

Related Items (6)

Two-sided moment estimates for a class of nonnegative chaoses ⋮ The Hanson-Wright inequality for random tensors ⋮ Some notes on concentration for \(\alpha\)-subexponential random variables ⋮ Higher order concentration on Stiefel and Grassmann manifolds ⋮ Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables ⋮ Tail and moment estimates for a class of random chaoses of order two

Cites Work

• Estimates of moments and tails of Gaussian chaoses
• Decoupling inequalities for polynomial chaos
• Estimation of moments of sums of independent real random variables
• Measuring the magnitude of sums of independent random variables
• Decoupling inequalities for the tail probabilities of multivariate \(U\)- statistics
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails
• Unnamed Item

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