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

Konrad Kolesko and Rafał Latała

Statistics & Probability Letters, 2015, vol. 107, issue C, 210-214

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.

Keywords: Polynomial chaoses; Tail and moment estimates; Logarithmically convex tails (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2015.08.019

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