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