Abstract
We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form ∑ai1,…,idgi1⋯gid, where gi are i.i.d. ${\mathcal{N}}(0,1)$ r.v.’s. Estimates are exact up to constants depending on d only.
Citation
Rafał Latała. "Estimates of moments and tails of Gaussian chaoses." Ann. Probab. 34 (6) 2315 - 2331, November 2006. https://doi.org/10.1214/009117906000000421
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