Uniform Hanson-Wright type deviation inequalities for α-subexponential random vectors

Guozheng Dai and Zhonggen Su

Statistics & Probability Letters, 2025, vol. 226, issue C

Abstract: This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector with independent centered α-subexponential entries, 0<α≤1. Our method relies on a combination of two existing results: a decoupling inequality and a comparison of weak and strong moments. As an application, we use the derived inequality to prove the restricted isometry property of partial random circulant matrices generated by standard α-subexponential random vectors, 0<α≤1.

Keywords: α-subexponential random variable; Chaining argument; Uniform Hanson-Wright inequality; Restricted isometry property (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110484

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