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

IF 0.9 4区 数学 Q3 STATISTICS & PROBABILITY
Guozheng Dai, Zhonggen Su
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引用次数: 0

Abstract

This paper is devoted to uniform versions of the Hanson-Wright inequality for a random vector with independent centered α-subexponential entries, 0<α1. 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<α1.
α-次指数随机向量的统一Hanson-Wright型偏差不等式
本文研究了具有独立中心α-次指数项的随机向量,0<;α≤1的Hanson-Wright不等式的一致形式。我们的方法依赖于两个现有结果的组合:解耦不等式和弱矩与强矩的比较。作为一个应用,我们利用所导出的不等式证明了由标准α-次指数随机向量0<;α≤1生成的部分随机循环矩阵的限制等距性质。
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来源期刊
Statistics & Probability Letters
Statistics & Probability Letters 数学-统计学与概率论
CiteScore
1.60
自引率
0.00%
发文量
173
审稿时长
6 months
期刊介绍: Statistics & Probability Letters adopts a novel and highly innovative approach to the publication of research findings in statistics and probability. It features concise articles, rapid publication and broad coverage of the statistics and probability literature. Statistics & Probability Letters is a refereed journal. Articles will be limited to six journal pages (13 double-space typed pages) including references and figures. Apart from the six-page limitation, originality, quality and clarity will be the criteria for choosing the material to be published in Statistics & Probability Letters. Every attempt will be made to provide the first review of a submitted manuscript within three months of submission. The proliferation of literature and long publication delays have made it difficult for researchers and practitioners to keep up with new developments outside of, or even within, their specialization. The aim of Statistics & Probability Letters is to help to alleviate this problem. Concise communications (letters) allow readers to quickly and easily digest large amounts of material and to stay up-to-date with developments in all areas of statistics and probability. The mainstream of Letters will focus on new statistical methods, theoretical results, and innovative applications of statistics and probability to other scientific disciplines. Key results and central ideas must be presented in a clear and concise manner. These results may be part of a larger study that the author will submit at a later time as a full length paper to SPL or to another journal. Theory and methodology may be published with proofs omitted, or only sketched, but only if sufficient support material is provided so that the findings can be verified. Empirical and computational results that are of significant value will be published.
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