Journal of Sciences, Islamic Republic of Iran (Mar 2005)
Some Probability Inequalities for Quadratic Forms of Negatively Dependent Subgaussian Random Variables
Abstract
In this paper, we obtain the upper exponential bounds for the tail probabilities of the quadratic forms for negatively dependent subgaussian random variables. In particular the law of iterated logarithm for quadratic forms of independent subgaussian random variables is generalized to the case of negatively dependent subgaussian random variables.