Tail behaviour of multiple random integrals and U-statistics

被引:27
作者
Major, Peter [1 ]
机构
[1] Hungarian Acad Sci, Alfrer Renyi Math Inst, Budapest, Hungary
关键词
multiple Wiener-Ito integrals; (degenerate) U-statistics; large-deviation type estimates; diagram formula; symmetrization; decoupling method; L-p-dense classes of functions;
D O I
10.1214/154957805100000186
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper contains sharp estimates about the distribution of multiple random integrals of functions of several variables with respect to a normalized empirical measure, about the distribution of U-statistics and multiple Wiener-Ito integrals with respect to a white noise. It also contains good estimates about the supremum of appropriate classes of such integrals or U-statistics. The proof of most results is omitted, I have concentrated on the explanation of their content and the picture behind them. I also tried to explain the reason for the investigation of such questions. My goal was to yield such a presentation of the results which a non-expert also can understand, and not only on a formal level.
引用
收藏
页码:448 / 505
页数:58
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