Mj. Klass et K. Nowicki, ORDER OF MAGNITUDE BOUNDS FOR EXPECTATIONS OF DELTA(2)-FUNCTIONS OF NONNEGATIVE RANDOM BILINEAR-FORMS AND GENERALIZED U-STATISTICS, Annals of probability, 25(3), 1997, pp. 1471-1501
Let X-1, Y-1, Y-2,..., X-n, Y-n be independent nonnegative rv's and le
t {b(ij)}(1 less than or equal to i, j less than or equal to n) be an
array of nonnegative constants. We present a method of obtaining the o
rder of magnitude of E Phi (Sigma(1 less than or equal to i, j less th
an or equal to n) b(ij) X-i Y-j), for any such {X-i}, {Y-i} and {b(ij)
} and any nondecreasing function Phi on [0, infinity) with Phi(0) = 0
and satisfying a Delta(2) growth condition Furthermore, this technique
is extended to provide the order of magnitude of E Phi (Sigma(1 less
than or equal to i, j less than or equal to n) b(ij) X-i Y-j), where {
f(ij)(x, y)}(1 less than or equal to i, j less than or equal to n) is
any array of nonnegative functions. Far arbitrary functions {g(ij)(x,y
)}(1 less than or equal to i not equal j less than or equal to n), the
aforementioned approximation enables us to identify the order of magn
itude of E Phi (/Sigma (1 less than or equal to i not equal j less tha
n or equal to n) g(ij)(X-i, X-j)/) whenever decoupling results and Khi
ntchine-type inequalities apply, such as Phi is convex, L(g(ij)(X-i, X
-j)) = L(g(ji)(X-j, X-i)) and Eg(ij)(X-i, x) = 0 for all x in the rang
e of X-j.