Citation:
D. Hsu, S. M. Kakade, and T. Zhang, A tail inequality for quadratic forms of subgaussian random vectors. Electronic Communications in Probability: ArXiv Report, 2012.
Abstract:
We prove 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.See also: 2012