Bernstein 矩假设下二次型的集中不等式
统计理论
2019-01-28 v1 统计理论
摘要
推导了独立次高斯随机变量二次型的集中不等式。如果随机变量的矩满足“Bernstein 条件”，则 Hanson-Wright 不等式的方差项可以得到改进。例如，所有对数次高斯分布都满足该 Bernstein 条件。
引用
@article{arxiv.1901.08736,
title = {Concentration of quadratic forms under a Bernstein moment assumption},
author = {Pierre C Bellec},
journal= {arXiv preprint arXiv:1901.08736},
year = {2019}
}
备注
This short note presents a result that initially appeared in arXiv:1410.0346v1 (see Assumption 3.3). The result was later removed from arXiv:1410.0346 and the published version https://projecteuclid.org/euclid.aos/1519268423 due to space constraints