Hanson-Wright inequality in Banach spaces

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.

MSC classification and acknowledgement added, minor typo corrected, references updated