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.
Categories: math.PR
Related articles: Most relevant | Search more
arXiv:1308.1392 [math.PR] (Published 2013-08-06)
An Inversion Formula for the Gaussian Radon Transform for Banach Spaces
Itô--Föllmer Calculus in Banach Spaces II: Transformations of Quadratic Variations
arXiv:1411.5189 [math.PR] (Published 2014-11-19)
Tail estimates for Markovian rough paths