English

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 22), generated by independent symmetric random variables such that X2pαXp\lVert X \rVert_{2p} \leq \alpha \lVert X \rVert_p for any p1p\geq 1 and some α1\alpha\geq 1. Estimates are deterministic and exact up to some multiplicative constants which depend only on α\alpha.

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}
}