Moments of Gaussian chaoses in Banach spaces
Abstract
We derive moment and tail estimates for Gaussian chaoses of arbitrary order with values in Banach spaces. We formulate a conjecture regarding two-sided estimates and show that it holds in a certain class of Banach spaces including Lq spaces. As a corollary we obtain two-sided bounds for moments of chaoses with values in Lq spaces based on exponential random variables.
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