Hanson-Wright inequality and sub-Gaussian concentration
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Publication:743056
DOI10.1214/ECP.v18-2865zbMath1329.60056arXiv1306.2872MaRDI QIDQ743056
R. V. Vershinin, M. V. Rudel'son
Publication date: 22 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.2872
random matricesquadratic formsconcentration inequalitiesHanson-Wright inequalitysub-Gaussian random variables
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