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Uniform Hanson-Wright type deviation inequalities for α-subexponential random vectors

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  • Dai, Guozheng
  • Su, Zhonggen

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 on a combination of two existing results: a 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.

Suggested Citation

  • Dai, Guozheng & Su, Zhonggen, 2025. "Uniform Hanson-Wright type deviation inequalities for α-subexponential random vectors," Statistics & Probability Letters, Elsevier, vol. 226(C).
  • Handle: RePEc:eee:stapro:v:226:y:2025:i:c:s0167715225001294
    DOI: 10.1016/j.spl.2025.110484
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    References listed on IDEAS

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    1. Kolesko, Konrad & Latała, Rafał, 2015. "Moment estimates for chaoses generated by symmetric random variables with logarithmically convex tails," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 210-214.
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