Estimates of moments and tails of Gaussian chaoses
| dc.creator | Latała, Rafał | |
| dc.date | 2005-05-15 | |
| dc.date | 2007-02-28 | |
| dc.date.accessioned | 2026-07-07T07:49:06Z | |
| dc.date.available | 2026-07-07T07:49:06Z | |
| dc.description | We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form $\sum a_{i_1,...,i_d}g_{i_1}... g_{i_d}$, where $g_i$ are i.i.d. ${\mathcal{N}}(0,1)$ r.v.'s. Estimates are exact up to constants depending on $d$ only. | |
| dc.description | Published at http://dx.doi.org/10.1214/009117906000000421 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0505313 | |
| dc.identifier | http://arxiv.org/abs/math/0505313 | |
| dc.identifier | Annals of Probability 2006, Vol. 34, No. 6, 2315-2331 | |
| dc.identifier | doi:10.1214/009117906000000421 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/124727 | |
| dc.subject | Probability | |
| dc.subject | 60E15 (Primary) 60G15 (Secondary) | |
| dc.title | Estimates of moments and tails of Gaussian chaoses | |
| dc.type | text |