Tail and moment estimates for some types of chaos
Studia Mathematica, Tome 135 (1999) no. 1, pp. 39-53
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
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.
@article{10_4064_sm_135_1_39_53,
author = {Rafa{\l} Lata{\l}a},
title = {Tail and moment estimates for some types of chaos},
journal = {Studia Mathematica},
pages = {39--53},
publisher = {mathdoc},
volume = {135},
number = {1},
year = {1999},
doi = {10.4064/sm-135-1-39-53},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/sm-135-1-39-53/}
}
Rafał Latała. Tail and moment estimates for some types of chaos. Studia Mathematica, Tome 135 (1999) no. 1, pp. 39-53. doi: 10.4064/sm-135-1-39-53
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