Estimates of moments and tails of Gaussian chaoses

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.