Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails

Abstract

We derive two-sided estimates for random multilinear forms (random chaoses) generated by independent symmetric random variables with logarithmically concave tails. Estimates are exact up to multiplicative constants depending only on the order of chaos.

arXiv comment8 pages

References in corpus (2)

• Estimates of moments and tails of Gaussian chaoses
• Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails

Cited by in corpus (3)

• Moving Beyond Sub-Gaussianity in High-Dimensional Statistics: Applications in Covariance Estimation and Linear Regression
• Concentration inequalities for polynomials in $\alpha$-sub-exponential random variables
• Two-sided moment estimates for a class of nonnegative chaoses