A tail inequality for quadratic forms of subgaussian random vectors
نویسندگان
چکیده
This article proves an exponential probability tail inequality for positive semidefinite quadratic forms in a subgaussian random vector. The bound is analogous to one that holds when the vector has independent Gaussian entries.
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ورودعنوان ژورنال:
- CoRR
دوره abs/1110.2842 شماره
صفحات -
تاریخ انتشار 2011