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math.PR2025
An Elementary Proof of the Hanson-Wright Inequality
Ingvar Ziemann
The Hanson-Wright inequality establishes exponential concentration for quadratic forms , where is a vector with independent sub-Gaussian entries and with parameters de…
math.PR2025
A Vector Bernstein Inequality for Self-Normalized Martingales
Ingvar Ziemann
We prove a Bernstein inequality for vector-valued self-normalized martingales. We first give an alternative perspective of the corresponding sub-Gaussian bound due to Abbasi-Yadkor…