11 citations · 29 across the 13 of their papers we have counts for
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math.PR2018★ 11 cited
Bounds on tail probabilities for quadratic forms in dependent sub-gaussian random variables
Krzysztof Zajkowski
We show bounds on tail probabilities for quadratic forms in sub-gaussian non-necessarily independent random variables. Our main tool will be estimates of the Luxemburg norms of suc…
math.PR2018★ 1 cited
Norms of sub-exponential random vectors
Krzysztof Zajkowski
We discuss various forms of the Luxemburg norm in spaces of random vectors with coordinates belonging to the classical Orlicz spaces of exponential type. We prove equivalent relati…