Estimates of moments and tails of Gaussian chaoses
成果类型：
Article
署名作者：
Latala, Rafal
署名单位：
University of Warsaw
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/009117906000000421
发表日期：
2006
页码：
2315-2331
关键词：
摘要：
We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form Sigma a(i1),...,i(d)g(i1) center dot center dot center dot g(id), where g(i) are i.i.d. N(0, 1) r.v.s. Estimates are exact up to constants depending on d only.