Open Access
April, 1994 Order-of-Magnitude Bounds for Expectations Involving Quadratic Forms
Victor H. de la Pena, Michael J. Klass
Ann. Probab. 22(2): 1044-1077 (April, 1994). DOI: 10.1214/aop/1176988740

Abstract

Let $X_1, X_2,\ldots,X_n$ be independent mean-zero random variables and let $a_{ij}, 1 \leq i, j \leq n$, be an array of constants with $a_{ii} \equiv 0$. We present a method of obtaining the order of magnitude of $E\Phi(\sum_{1\leq i,j\leq n}a_{ij}X_iX_j)$ for any such $\{X_i\}$ and $\{a_{ij}\}$ and any nonnegative symmetric (convex) function $\Phi$ with $\Phi(0) = 0$ such that, for some integer $k \geq 0, \Phi(x^{2-k})$ is convex and simultaneously $\Phi(x^{2^{-k-1}})$ is concave on $\lbrack 0, \infty)$. The approximation is based on decoupling inequalities valid for all such mean-zero $\{X_i\}$ and reals $\{a_{ij}\}$ and a certain further "independentization" procedure.

Citation

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Victor H. de la Pena. Michael J. Klass. "Order-of-Magnitude Bounds for Expectations Involving Quadratic Forms." Ann. Probab. 22 (2) 1044 - 1077, April, 1994. https://doi.org/10.1214/aop/1176988740

Information

Published: April, 1994
First available in Project Euclid: 19 April 2007

zbMATH: 0810.60012
MathSciNet: MR1288142
Digital Object Identifier: 10.1214/aop/1176988740

Subjects:
Primary: 60E15
Secondary: 60F25 , 60G50

Keywords: Decoupling , Decoupling inequalities , expectations of functions , Khintchine's inequality , Maximal inequalities , Quadratic forms of random variables

Rights: Copyright © 1994 Institute of Mathematical Statistics

Vol.22 • No. 2 • April, 1994
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