Tail and moment estimates for a class of random chaoses of order two
Probability
2021-01-14 v2
Abstract
We derive two-sided bounds for moments and tails of random quadratic forms (random chaoses of order ), generated by independent symmetric random variables such that for any and some . Estimates are deterministic and exact up to some multiplicative constants which depend only on .
Keywords
Cite
@article{arxiv.1708.05856,
title = {Tail and moment estimates for a class of random chaoses of order two},
author = {Rafał Meller},
journal= {arXiv preprint arXiv:1708.05856},
year = {2021}
}