Estimates of moments and tails of Gaussian chaoses. (English) Zbl 1119.60015

Latała, Rafał

Ann. Probab. 34, No. 6, 2315-2331 (2006).

The author derives precise bounds on the moments and tails of Gaussian chaoses of order \(d\), that is, random variables of the form \(\sum_{i_1 < \dots <i_d}a_{i_1,\dots,i_d}g_{i_1}\dots g_{i_d},\) where \(g_i\) are independent standard normal random variables. The bounds are exact up to constants depending on \(d\) only.

Reviewer: B. L. S. Prakasa Rao (Hyderabad)

MSC:

60E15	Inequalities; stochastic orderings
60G15	Gaussian processes

Keywords:

Gaussian chaoses; Gaussian processes; metric entropy

References:

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