Improved Concentration Bounds for Gaussian Quadratic Forms

Robert E. Gallagher, Louis J. M. Aslett, David Steinsaltz +1

For a wide class of monotonic functions $f$, we develop a Chernoff-style concentration inequality for quadratic forms $Q_f\sim \sum _{i=1}^{n}f({\eta }_i)(Z_i+{\delta }_i{)}^2$, where $Z_…