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Estimates of moments and tails of Gaussian chaoses

Rafał Latała

math.PRarXiv:math/0505313

Abstract

We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form Σ ai1,...,idgi1... gid, where gi are i.i.d. N(0,1) r.v.'s. Estimates are exact up to constants depending on d only.

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