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Harmonic Analysis Graduate Student Seminar April 12, 2017 (11:00 AM PDT - 12:00 PM PDT)
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Location: MSRI: Baker Board Room
Speaker(s) Alexis Drouot (Columbia University)
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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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