Sparse Hanson–Wright inequality for a bilinear form of sub‐Gaussian variables

Subgaussian random variables, Hoeffding’s inequality, and Cramér’s large deviation theorem

A tail inequality for quadratic forms of subgaussian random vectors

This article proves 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.

A Variant of Azuma's Inequality for Martingales with Subgaussian Tails

Sometimes, for the martingale we have at hand, Zt is not bounded, but rather bounded with high probability. In particular, suppose we can show that the probability of Zt being larger than a (and smaller than −a), conditioned on any X1, . . . , Xt−1, is on the order of exp(−Ω(a2)). Random variables with this behavior are referred to as having subgaussian tails (since their tails decay at least a...

a cauchy-schwarz type inequality for fuzzy integrals

نامساوی کوشی-شوارتز در حالت کلاسیک در فضای اندازه فازی برقرار نمی باشد اما با اعمال شرط هایی در مسئله مانند یکنوا بودن توابع و قرار گرفتن در بازه صفر ویک می توان دو نوع نامساوی کوشی-شوارتز را در فضای اندازه فازی اثبات نمود.

Nonuniform Sparse Recovery with Subgaussian Matrices

Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information using efficient recovery methods such as `1-minimization. Random matrices have become a popular choice for the measurement matrix. Indeed, near-optimal uniform recovery results have been shown for such matrices. In this note we focus on nonuniform recovery using subgaussian random m...