English

Two-sided moment estimates for a class of nonnegative chaoses

Probability 2016-12-13 v1

Abstract

We derive two-sided bounds for moments of random multilinear forms (random chaoses) with nonnegative coeficients generated by independent nonnegative random variables XiX_i which satisfy the following condition on the growth of moments: \lvXi\rv2pA\lvXi\rvp\lv X_i \rv_{2p} \leq A \lv X_i \rv_p for any ii and p1p\geq 1. Estimates are deterministic and exact up to multiplicative constants which depend only on the order of chaos and the constant AA in the moment assumption.

Keywords

Cite

@article{arxiv.1606.01806,
  title  = {Two-sided moment estimates for a class of nonnegative chaoses},
  author = {Rafał Meller},
  journal= {arXiv preprint arXiv:1606.01806},
  year   = {2016}
}