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

被引：8

作者：

Kolesko, Konrad ^{[1
]}

Latala, Rafal ^{[2
]}

机构：

[1] Uniwersytet Wroclawski, Inst Matemat, PL-50384 Wroclaw, Poland

[2] Univ Warsaw, Inst Math, PL-02097 Warsaw, Poland

来源：

STATISTICS & PROBABILITY LETTERS | 2015年 / 107卷

关键词：

Polynomial chaoses; Tail and moment estimates; Logarithmically convex tails; DECOUPLING INEQUALITIES; SUMS;

D O I：

10.1016/j.spl.2015.08.019

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2015 Elsevier B.V. All rights reserved.

引用

页码：210 / 214

页数：5

共 20 条

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