Moment and tail estimates for multidimensional chaoses generated by positive random variables with logarithmically concave tails
نویسنده
چکیده
In this paper we give estimates of tails and moments of multidimensional chaoses P ai1,...,idX (1) i1 · · ·X id (ai1,...,id ≥ 0) generated by positive random variables X (1) i1 , . . . , X (d) id with logarithmically concave tails. The estimates are exact up to constants depending only on the dimension d.
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