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We revisit and slightly modify the proof of the Gaussian Hanson-Wright inequality where we keep track of the absolute constant in its formulation.
D. L. Hanson and F. T. Wright, “A bound on tail probabilities for quadratic forms in independent random variables”, The Annals of Math. Statistics , vol. 42, no. 3, pp. 1079-1083, 1971
1971
Earlier work this paper cites.
M. Rudelson and R. Vershynin, “Hanson-Wright inequality and sub-gaussian concentration”, Electronic Commun. in Probability , vol. 18, no. 82, pp. 1-9, 2013
2013
Cited alongside, same era.
R. A. Horn and C. R. Johnson, “Matrix Analysis (2nd edition)”, Cambridge University Press , 2013
2013
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