On the Subgaussianity of Quantized Linear Maps: An AI-Assisted Note

This short note presents a dimension-independent subgaussian concentration bound for Gaussian vectors under coordinate-wise nonlinear mappings. Discovered by Gemini 3.5 Flash, this result applies to any bounded function under a well-conditioned covariance. We apply this tool to answer a question of Simone Bombari on sign-quantized linear maps $Y = \text{sgn}(Wx)$.