Tail and moment estimates for some types of chaos

Authors
Citation
R. Latala, Tail and moment estimates for some types of chaos, STUD MATH, 135(1), 1999, pp. 39-53
Citations number
8
Categorie Soggetti
Mathematics
Journal title
STUDIA MATHEMATICA
ISSN journal
00393223 → ACNP
Volume
135
Issue
1
Year of publication
1999
Pages
39 - 53
Database
ISI
SICI code
0039-3223(1999)135:1<39:TAMEFS>2.0.ZU;2-G
Abstract
Let X-i be a sequence of independent symmetric real random variables with l ogarithmically concave tails. We consider a variable X = Sigma(i not equal j) a(i,j)X(i).X-j, where a(i,j) are real numbers. We derive approximate for mulas for the tails and moments of X and of its decoupled version, which ar e exact up to some universal constants.