Seminar
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| Location: | SLMath: Baker Board Room |
Keywords and Mathematics Subject Classification (MSC)
Primary Mathematics Subject Classification
No Primary AMS MSC
Secondary Mathematics Subject Classification
No Secondary AMS MSC
Title: The Hanson--Wright inequality
Abstract: The Hanson--Wright inequality estimates the probability that a quadratic form applied at a random vector (with iid entries) differs significantly from its expected value. We present an elementary proof due to Rudelson--Vershynin whose main argument is a decoupling argument of Bourgain. No knowledge of probability theory is required.
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