Squared chaotic random variables: new moment inequalities with applications

Autor: Guillaume Poly, Ivan Nourdin, Dominique Malicet, Giovanni Peccati

Publikováno v: Journal of Functional Analysis
Journal of Functional Analysis, Elsevier, 2016, 270 (2), pp.649-670. 〈10.1016/j.jfa.2015.10.013〉
Journal of Functional Analysis, 2016, 270 (2), pp.649-670. ⟨10.1016/j.jfa.2015.10.013⟩
Journal of Functional Analysis, Elsevier, 2016, 270 (2), pp.649-670. ⟨10.1016/j.jfa.2015.10.013⟩
Journal of Functional Analysis, 270(2), 649-670. Academic Press (2016).

We prove a new family of inequalities involving squares of random variables belonging to the Wiener chaos associated with a given Gaussian field. Our result provides a substantial generalisation, as well as a new analytical proof, of an estimate by F

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f78d2df363570dc9148e50e4298b8abe
https://hal.archives-ouvertes.fr/hal-01132441

On the unlinking conjecture of independent polynomial functions

Autor: Ayanendranath Basu, Subir Kumar Bhandari

Publikováno v: Journal of Multivariate Analysis. (6):1355-1360

The celebrated U-conjecture states that under the Nn(0,In) distribution of the random vector X=(X1,…,Xn) in Rn, two polynomials P(X) and Q(X) are unlinkable if they are independent [see Kagan et al., Characterization Problems in Mathematical Statis

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::97b6e31ffd6d888526230f1d68ae9017