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 which satisfy the following condition on the growth of moments: for any and . Estimates are deterministic and exact up to multiplicative constants which depend only on the order of chaos and the constant 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}
}