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Two-sided moment estimates for a class of nonnegative chaoses (1606.01806v1)
Published 6 Jun 2016 in math.PR
Abstract: We derive two-sided bounds for moments of random multilinear forms (random chaoses) with nonnegative coeficients generated by independent nonnegative random variables $X_i$ which satisfy the following condition on the growth of moments: $\lv X_i \rv_{2p} \leq A \lv X_i \rv_p$ for any $i$ and $p\geq 1$. Estimates are deterministic and exact up to multiplicative constants which depend only on the order of chaos and the constant $A$ in the moment assumption.
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