Uniform Hanson-Wright Type Deviation Inequalities for $α$-Subexponential Random Vectors
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Acceso en línea: | |
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| _version_ | 1866911874815098880 |
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| author | Dai, Guozheng Su, Zhonggen |
| author_facet | Dai, Guozheng Su, Zhonggen |
| contents | This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector with independent centered $α$-subexponential entries, $0<α\le 1$. Our method relies upon a novel decoupling inequality and a comparison of weak and strong moments. As an application, we use the derived inequality to prove the restricted isometry property of partial random circulant matrices generated by standard $α$-subexponential random vectors, $0<α\le 1$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_07207 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Uniform Hanson-Wright Type Deviation Inequalities for $α$-Subexponential Random Vectors Dai, Guozheng Su, Zhonggen Probability This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector with independent centered $α$-subexponential entries, $0<α\le 1$. Our method relies upon a novel decoupling inequality and a comparison of weak and strong moments. As an application, we use the derived inequality to prove the restricted isometry property of partial random circulant matrices generated by standard $α$-subexponential random vectors, $0<α\le 1$. |
| title | Uniform Hanson-Wright Type Deviation Inequalities for $α$-Subexponential Random Vectors |
| topic | Probability |
| url | https://arxiv.org/abs/2405.07207 |