On the L{é}vy concentration function of Gaussian quadratic forms with applications to second order U-statistics

Abhimanyu Choudhary, Arun Kumar Kuchibhotla

We provide an upper-bound for the L{é}vy concentration function: $$Q_S(\epsilon ):=\underset{x\in \mathbb{R}}{\sup }\mathbb{P}(x<S\le x+\epsilon )$$ where $S$ is a weighted sum…