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

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https://hal.archives-ouvertes.fr/hal-01132441