Tail behaviour of multiple random integrals and U-statistics
| dc.creator | Major, Peter | |
| dc.date | 2005-12-12 | |
| dc.date.accessioned | 2026-07-07T06:55:04Z | |
| dc.date.available | 2026-07-07T06:55:04Z | |
| dc.description | This paper contains sharp estimates about the distribution of multiple random integrals of functions of several variables with respect to a normalized empirical measure, about the distribution of U-statistics and multiple Wiener-Ito integrals with respect to a white noise. It also contains good estimates about the supremum of appropriate classes of such integrals or U-statistics. The proof of most results is omitted, I have concentrated on the explanation of their content and the picture behind them. I also tried to explain the reason for the investigation of such questions. My goal was to yield such a presentation of the results which a non-expert also can understand, and not only on a formal level. | |
| dc.description | Published at http://dx.doi.org/10.1214/154957805100000186 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org) | |
| dc.identifier | https://arxiv.org/abs/math/0512238 | |
| dc.identifier | http://arxiv.org/abs/math/0512238 | |
| dc.identifier | Probability Surveys 2005, Vol. 2, 448-505 | |
| dc.identifier | doi:10.1214/154957805100000186 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/106167 | |
| dc.subject | Probability | |
| dc.subject | 60F10 (Primary) 60G50 (Secondary) | |
| dc.title | Tail behaviour of multiple random integrals and U-statistics | |
| dc.type | text |