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A tail inequality for quadratic forms of subgaussian random vectors

   
@article{ECP2079,
	author = {Daniel Hsu and Sham Kakade and Tong Zhang},
	title = {A tail inequality for quadratic forms of subgaussian random vectors},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {17},
	year = {2012},
	keywords = {Tail inequality; quadratic form; subgaussian random vectors; subgaussian chaos},
	abstract = {
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.
},
	pages = {no. 52, 1-6},
	issn = {1083-589X},
	doi = {10.1214/ECP.v17-2079},    
        url = {http://ecp.ejpecp.org/article/view/2079}}