Decoupling Inequalities for Polynomial Chaos
Kwapien, Stanislaw
Ann. Probab., Tome 15 (1987) no. 4, p. 1062-1071 / Harvested from Project Euclid
Let $X, X_1,\ldots, X_d$ be a sequence of independent, symmetric, identically distributed random vectors with independent components. The main subject of this paper is the so-called decoupling inequalities, i.e., inequalities of the form \begin{align*}E\phi (cQ(X, X,\ldots, X)) &\leq E\phi (Q(X_1, X_2,\ldots, X_d)) \\ &\leq E\phi(CQ(X, X,\ldots, X)), \\ \end{align*} where $Q$ is a symmetric multilinear form with values in a vector space $F$ with all "diagonal" terms equal to zero and $\phi$ is a convex function on $F$.
Publié le : 1987-07-14
Classification:  Decoupling inequalities,  polynomial chaos,  60H99,  60E15
@article{1176992081,
     author = {Kwapien, Stanislaw},
     title = {Decoupling Inequalities for Polynomial Chaos},
     journal = {Ann. Probab.},
     volume = {15},
     number = {4},
     year = {1987},
     pages = { 1062-1071},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992081}
}
Kwapien, Stanislaw. Decoupling Inequalities for Polynomial Chaos. Ann. Probab., Tome 15 (1987) no. 4, pp.  1062-1071. http://gdmltest.u-ga.fr/item/1176992081/