Estimates of moments and tails of Gaussian chaoses

N/ACitations
Citations of this article
18Readers
Mendeley users who have this article in their library.

Abstract

We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form Σai1,..., idgi1 ⋯ gidwhere gi are i.i.d. N (0, 1) r.v.'s. Estimates are exact up to constants depending on d only. © Institute of Mathematical Statistics, 2006.

Cite

CITATION STYLE

APA

Latała, R. (2006). Estimates of moments and tails of Gaussian chaoses. Annals of Probability, 34(6), 2315–2331. https://doi.org/10.1214/009117906000000421

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free