Two-sided moment estimates for a class of nonnegative chaoses

Rafał Meller

Statistics & Probability Letters, 2016, vol. 119, issue C, 213-219

Abstract: We derive two-sided bounds for moments of random multi-linear forms (random chaoses) with nonnegative coefficients generated by independent nonnegative random variables Xi which satisfy the following condition on the growth of moments: ‖Xi‖2p≤A‖Xi‖p for any i and p≥1. The estimates are deterministic and exact up to multiplicative constants which depend only on the order of chaos and the constant A in the moment assumption.

Keywords: Polynomial chaoses; Tail and moment estimates; Logarithmically concave tails (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.08.005

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