An estimate about multiple stochastic integrals with respect to a normalized empirical measure

Abstract

where prime means that the diagonals are omitted from the domain of integration. A good bound is given on the probability P (|Jn,k(f)| > x) for all x > 0 which is similar to the estimate in the analogous problem we obtain by considering the Gaussian (multiple) Wiener–Itô integral of the function f . The proof is based on an adaptation of some methods of the… (More)

Topics

Cite this paper

@inproceedings{MajorAnEA, title={An estimate about multiple stochastic integrals with respect to a normalized empirical measure}, author={P{\'e}ter Major} }