Abstract
Some important aspects of chaos random variables such as decoupling, an almost sure representation (a Karhunen-Loeve expansion) and integrability are discussed here, the first being a tool for, and the third as a consequence of, the second. The main goal in this note is to learn about the structure of the limit laws ofU-processes.
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Research partially supported by National Science Foundation Grant No. DMS-9000132 and University of Connecticut Grant No. G12-913501.
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Arcones, M.A., Giné, E. On decoupling, series expansions, and tail behavior of chaos processes. J Theor Probab 6, 101–122 (1993). https://doi.org/10.1007/BF01046771
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DOI: https://doi.org/10.1007/BF01046771