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 $\sum a_{i_1,...,i_d}{g}_{i_1}...g_{i_d}$, where $g_i$ are i.i.d. $\mathcal{N}(0,1)$ r.v.'s. Estimates are exact up to constants depending on $d$ only.

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)

References in corpus (1)

• Moment inequalities for U-statistics

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