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Two-sided moment estimates for a class of nonnegative chaoses

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  • Meller, Rafał

Abstract

We derive two-sided bounds for moments of random multi-linear forms (random chaoses) with nonnegative coefficients generated by independent nonnegative random variables Xi which satisfy the following condition on the growth of moments: ‖Xi‖2p≤A‖Xi‖p for any i and p≥1. The 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.

Suggested Citation

  • Meller, Rafał, 2016. "Two-sided moment estimates for a class of nonnegative chaoses," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 213-219.
    • Handle: RePEc:eee:stapro:v:119:y:2016:i:c:p:213-219
    DOI: 10.1016/j.spl.2016.08.005
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    References listed on IDEAS

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    1. Kolesko, Konrad & Latała, Rafał, 2015. "Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 210-214.
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