Uniform Hanson-Wright Type Deviation Inequalities for α-Subexponential Random Vectors

2024/05/12 by Guozheng Dai, Zhonggen Su, Dai, Guozheng +1
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Advanced Harmonic Analysis Research #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2405.07207

openalex publication_date 2024/05/12 · openalex created_date 2024/05/15 · openalex updated_date 2026/07/28

Abstract

This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector with independent centered α-subexponential entries, 0<α≤ 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≤ 1.

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