Moments of the Gaussian Chaos

Joseph Lehec (1)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

This paper deals with Latala's estimation of the moments of Gaus- sian chaoses. We show that his argument can be simplified signifi- cantly using Talagrand's generic chaining.

Mots clés: Gaussian processes; generic chaining

Domaines: Probabilités [math.PR]

Joseph Lehec. Moments of the Gaussian Chaos. C. Donati-Martin, A. Lejay et A. Rouault. Séminaire de Probabilités XLIII, Springer, pp.327-340, 2010, Lecture notes in mathematics, ⟨10.1007/978-3-642-15217-7_13⟩. ⟨hal-00453601⟩