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Hanson-Wright inequality in Banach spaces
cris.lastimport.scopus | 2024-02-12T20:04:09Z |
dc.abstract.en | We discuss two-sided bounds for moments and tails of quadratic forms in Gaussian random variables with values in Banach spaces. We state a natural conjecture and show that it holds up to additional logarithmic factors. Moreover in a certain class of Banach spaces (including $L_r$-spaces) these logarithmic factors may be eliminated. As a corollary we derive upper bounds for tails and moments of quadratic forms in subgaussian random variables, which extend the Hanson–Wright inequality. |
dc.affiliation | Uniwersytet Warszawski |
dc.contributor.author | Latała, Rafał |
dc.contributor.author | Meller, Rafał |
dc.contributor.author | Adamczak, Radosław |
dc.date.accessioned | 2024-01-25T02:55:03Z |
dc.date.available | 2024-01-25T02:55:03Z |
dc.date.issued | 2020 |
dc.description.finance | Publikacja bezkosztowa |
dc.description.number | 4 |
dc.description.volume | 56 |
dc.identifier.doi | 10.1214/19-AIHP1041 |
dc.identifier.issn | 0246-0203 |
dc.identifier.uri | https://repozytorium.uw.edu.pl//handle/item/108284 |
dc.identifier.weblink | https://projecteuclid.org/euclid.aihp/1603267223#abstract |
dc.language | eng |
dc.pbn.affiliation | mathemathics |
dc.relation.ispartof | Annales de l'institut Henri Poincare (B) Probability and Statistics |
dc.relation.pages | 2356-2376 |
dc.rights | ClosedAccess |
dc.sciencecloud | nosend |
dc.title | Hanson-Wright inequality in Banach spaces |
dc.type | JournalArticle |
dspace.entity.type | Publication |