{ "id": "1811.00353", "version": "v1", "published": "2018-11-01T13:13:33.000Z", "updated": "2018-11-01T13:13:33.000Z", "title": "Hanson-Wright inequality in Banach spaces", "authors": [ "Radosław Adamczak", "Rafał Latała", "Rafał Meller" ], "categories": [ "math.PR", "math.FA", "math.ST", "stat.TH" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2018-11-01T13:13:33.000Z" } ], "analyses": { "subjects": [ "60E15", "60B11" ], "keywords": [ "banach spaces", "hanson-wright inequality", "quadratic forms", "subgaussian random variables", "additional logarithmic factors" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }