Tail and moment estimates for some types of chaos

• Autorzy: Rafał Latała
• Języki publikacji: EN

Abstrakty

EN

Let $X_i$ be a sequence of independent symmetric real random variables with logarithmically concave tails. We consider a variable $X= ∑_{i ≠ j}a_{i,j}X_iX_j$, where $a_{i,j}$ are real numbers. We derive approximate formulas for the tails and moments of X and of its decoupled version, which are exact up to some universal constants.

Kategorie tematyczne

• 60E15: Inequalities; stochastic orderings

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 1999
• Tom: 135
• Numer: 1
• Strony: 39-53

Daty

wydano

1999

otrzymano

1998-09-11

poprawiono

1999-01-07

Twórcy

autor

Rafał Latała

• Institute of Mathematics, Warsaw University, Banacha 2, 02-097 Warszawa, Poland

Bibliografia

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