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Hanson-Wright inequality and sub-gaussian concentration

   
@article{ECP2865,
	author = {Mark Rudelson and Roman Vershynin},
	title = {Hanson-Wright inequality and sub-gaussian concentration},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {subgaussian random variables, measure concentration},
	abstract = {In this expository note, we give a modern proof of Hanson-Wright inequality for quadratic forms in sub-gaussian random variables.We deduce a useful concentration inequality for sub-gaussian random vectors.Two examples are given to illustrate these results: a concentration of distances between random vectors and subspaces, and a bound on the norms of products of random and deterministic matrices.},
	pages = {no. 82, 1-9},
	issn = {1083-589X},
	doi = {10.1214/ECP.v18-2865},    
        url = {http://ecp.ejpecp.org/article/view/2865}}