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Moments of the Gaussian Chaos

Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 2006)

Abstract

This paper deals with Latała’s estimation of the moments of Gaussian chaoses. It is shown that his argument can be simplified significantly using Talagrand’s generic chaining.

  • Wiener chaos
  • Metric entropy
  • Chaining

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References

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Correspondence to Joseph Lehec .

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Lehec, J. (2011). Moments of the Gaussian Chaos. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) Séminaire de Probabilités XLIII. Lecture Notes in Mathematics(), vol 2006. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15217-7_13

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