Decoupling Inequalities for Polynomial Chaos
Open Access
- 1 July 1987
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 15 (3) , 1062-1071
- https://doi.org/10.1214/aop/1176992081
Abstract
Let $X, X_1,\ldots, X_d$ be a sequence of independent, symmetric, identically distributed random vectors with independent components. The main subject of this paper is the so-called decoupling inequalities, i.e., inequalities of the form \begin{align*}E\phi (cQ(X, X,\ldots, X)) &\leq E\phi (Q(X_1, X_2,\ldots, X_d)) \\ &\leq E\phi(CQ(X, X,\ldots, X)), \\ \end{align*} where $Q$ is a symmetric multilinear form with values in a vector space $F$ with all "diagonal" terms equal to zero and $\phi$ is a convex function on $F$.
Keywords
This publication has 0 references indexed in Scilit: