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Moments of the Gaussian Chaos
the Gaussian Chaos math
2010/11/15
This paper deals with Lata{\l}a's estimation of the moments of Gaussian chaoses. It is shown that his argument can be simplified significantly using Talagrand's generic chaining.
Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures
Fourier transform Stieltjes transform Cauchy distribution non-commutative probability theory
2010/12/1
We consider analytic continuations of Fourier transforms and Stieltjes transforms. This nables us to gen-eralize moments for some class of probability measures which do not have moments in the usual ...