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2021 Moments of Gaussian chaoses in Banach spaces
Radosław Adamczak, Rafał Latała, Rafał Meller
Electron. J. Probab. 26: 1-36 (2021). DOI: 10.1214/20-EJP567

Abstract

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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Radosław Adamczak. Rafał Latała. Rafał Meller. "Moments of Gaussian chaoses in Banach spaces." Electron. J. Probab. 26 1 - 36, 2021. https://doi.org/10.1214/20-EJP567

Information

Received: 20 February 2020; Accepted: 6 December 2020; Published: 2021
First available in Project Euclid: 13 January 2021

Digital Object Identifier: 10.1214/20-EJP567

Subjects:
Primary: 60E15
Secondary: 60B11, 60G15

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Vol.26 • 2021
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