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arXiv:2002.01790 [math.PR]AbstractReferencesReviewsResources

Moments of Gaussian chaoses in Banach spaces

Radosław Adamczak, Rafał Latała, Rafał Meller

Published 2020-02-05Version 1

We derive moment and tail estimates for Gaussian chaoses of arbitrary order with values in Banach spaces. We formulate a conjecture regarding two-sided estimates and show that it holds in a certain class of Banach spaces including L_q spaces. As a corollary we obtain two-sided bounds for moments of chaoses with values in L_q spaces based on exponential random variables.

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