2000 character limit reached
Tail and moment estimates for chaoses generated by symmetric random variables with logarithmically concave tails (1007.1431v1)
Published 8 Jul 2010 in math.PR
Abstract: We present two-sided estimates of moments and tails of polynomial chaoses of order at most three generated by independent symmetric random variables with log-concave tails as well as for chaoses of arbitrary order generated by independent symmetric exponential variables. The estimates involve only deterministic quantities and are optimal up to constants depending only on the order of the chaos variable.
Collections
Sign up for free to add this paper to one or more collections.