Sharp Frobenius-Norm Concentration for Sample Moment Tensors
Probability
2026-08-11 v1 Statistics Theory
Abstract
This paper establishes sharp dimension-free Frobenius-norm concentration inequalities for sample moment tensors. Our bounds are optimal over the sub-Gaussian class, while for Gaussian data we obtain matching two-sided estimates. We also identify a parity effect: the intermediate Gaussian and sub-Gaussian scales coincide at odd tensor orders but differ at even orders. Our second main result, which supplies the weak-moment estimate behind these bounds, proves a dimension-free moment bound for Hilbert-valued polynomials under Gaussian convex domination. The proof of this bound combines a recently developed structured martingale coupling theorem with new estimates for moment tensors of uniformly log-concave distributions.
Keywords
Cite
@article{arxiv.2608.11084,
title = {Sharp Frobenius-Norm Concentration for Sample Moment Tensors},
author = {Jiaheng Chen and Daniel Sanz-Alonso},
journal= {arXiv preprint arXiv:2608.11084},
year = {2026}
}
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35 pages