Mollenhauer, Mattes and Schillings, Claudia
(2023)
*On the concentration of subgaussian vectors and positive quadratic forms in Hilbert spaces.*
arXiv
.
(Submitted)

Full text not available from this repository.

Official URL: https://doi.org/10.48550/arXiv.2306.11404

## Abstract

In these notes, we investigate the tail behaviour of the norm of subgaussian vectors in a Hilbert space. The subgaussian variance proxy is given as a trace class operator, allowing for a precise control of the moments along each dimension of the space. This leads to useful extensions and analogues of known Hoeffding-type inequalities and deviation bounds for positive random quadratic forms. We give a straightforward application in terms of a variance bound for the regularisation of statistical inverse problems.

Item Type: | Article |
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Subjects: | Mathematical and Computer Sciences > Mathematics > Applied Mathematics |

Divisions: | Department of Mathematics and Computer Science > Institute of Mathematics > Deterministic and Stochastic PDEs Group |

ID Code: | 3093 |

Deposited By: | Ulrike Eickers |

Deposited On: | 19 Feb 2024 13:50 |

Last Modified: | 19 Feb 2024 13:50 |

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