Hanson-Wright inequality and sub-gaussian concentration

@article{Rudelson2013HansonWrightIA,
  title={Hanson-Wright inequality and sub-gaussian concentration},
  author={M. Rudelson and R. Vershynin},
  journal={Electronic Communications in Probability},
  year={2013},
  volume={18},
  pages={1-9}
}
In this expository note, we give a modern proof of Hanson-Wright inequality for quadratic forms in sub-gaussian random variables.We deduce a useful concentration inequality for sub-gaussian random vectors.Two examples are given to illustrate these results: a concentration of distances between random vectors and subspaces, and a bound on the norms of products of random and deterministic matrices. 
Hanson-Wright inequality in Banach spaces
Concentration inequalities for polynomials in α-sub-exponential random variables
A note on the Hanson-Wright inequality for random vectors with dependencies
Norms of sub-exponential random vectors
Concentration of quadratic forms under a Bernstein moment assumption
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