Tail and moment estimates for some types of chaos
Latała, Rafał
Studia Mathematica, Tome 133 (1999), p. 39-53 / Harvested from The Polish Digital Mathematics Library

Let Xi be a sequence of independent symmetric real random variables with logarithmically concave tails. We consider a variable X=ijai,jXiXj, where ai,j are real numbers. We derive approximate formulas for the tails and moments of X and of its decoupled version, which are exact up to some universal constants.

Publié le : 1999-01-01
EUDML-ID : urn:eudml:doc:216642
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     author = {Rafa\l\ Lata\l a},
     title = {Tail and moment estimates for some types of chaos},
     journal = {Studia Mathematica},
     volume = {133},
     year = {1999},
     pages = {39-53},
     zbl = {0935.60009},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-smv135i1p39bwm}
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Latała, Rafał. Tail and moment estimates for some types of chaos. Studia Mathematica, Tome 133 (1999) pp. 39-53. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv135i1p39bwm/

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