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chernoff bound gaussian random variable

chi square tail bound

subgaussian random variable

a bound on tail probabilities for quadratic forms in independent random variables

sub gaussian random vector

norm of random vector

distribution of norm of gaussian vector

hanson wright inequality

13 Oct 2011 Abstract: We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector.
2 Nov 2012 This article proves an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector.
This article proves an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to
29 Nov 2016 Tail-inequality-for-quadratic-forms-of-subgaussian-random-vectors.pdf. Tail-inequality-for-quadratic-forms-of-subgaussian-random-vectors.pdf.
zhilova@wias-berlin.de. Abstract. This note presents sharp inequalities for deviation probability of a gen- eral quadratic form of a random vector ? with finite exponential mo- (2012) study the tail behavior of the quadratic form under the condition of sub-Gaussianity of the . of the sub-Gaussian zone. In particular, for g = 1,
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13 Oct 2011 We prove an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is
The obtained deviation bounds are similar to the case of a Gaussian random vector. “A Tail Inequality for Quadratic Forms of Subgaussian Random Vectors",
29 Oct 2012 quadratic forms in a subgaussian random vector. Keywords: Tail inequality; quadratic form; subgaussian random vectors; subgaussian chaos
The bound is analogous to one that holds when the vector has independent Gaussian entries. Keywords: Tail inequality; quadratic form; subgaussian random

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March 2018