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We consider stochastic processes X=\X (t), t T\ represented as a Lévy chaos of finite order, that is, as a finite sum of multiple stochastic integrals with respect to a symmetric infinitely divisible random measure. For a measurable subspace V of R T we prove a very general zero-one law P (X V) =0 or 1, providing a complete analogue to the corresponding situation in the case of symmetric infinitely divisible processes (single integrals with respect to an infinitely divisible random measure). Our argument requires developing a new symmetrization technique for multi-linear Rademacher forms, as well as generalizing Kanter's concentration inequality to multiple sums.
Rosiński et al. (Mon,) studied this question.