The Hanson-Wright inequality for sub-Gaussian quadratic forms

Source: doi:10.1017/9781009490672, url:https://www.math.uci.edu/~rvershyn/papers/HDP-book/HDP-book.html Authors: Yuanhe Zhang, Jason D. Lee, Fanghui Liu Status: verified Main declarations: LeanPool.HansonWright.hanson_wright_inequality_hdp Tags: probability-theory, concentration-inequalities, high-dimensional-probability, random-matrices MSC: 60E15, 60B20, 62H12