Concentration of quadratic forms under a Bernstein moment assumption
classification
🧮 math.ST
stat.TH
keywords
bernsteinconcentrationconditionquadraticrandomsubgaussianvariablesassumption
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A concentration result for quadratic form of independent subgaussian random variables is derived. If the moments of the random variables satisfy a "Bernstein condition", then the variance term of the Hanson-Wright inequality can be improved. The Bernstein condition is satisfied, for instance, by all log-concave subgaussian distributions.
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