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| Main Author: | |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2407.07348 |
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Table of Contents:
- This note provides a basic description of subgaussianity, by defining $(σ, ρ)$-subgaussian random variables $X$ ($σ>0, ρ>0$) as those satisfying $\mathbb{E}(\exp(λX))\leq ρ\exp(\frac{1}{2}σ^2λ^2)$ for any $λ\in\mathbb{R}$. The introduction of the parameter $ρ$ may be particularly useful for those seeking to refine bounds, or align results from different sources, in the analysis of stochastic processes and concentration inequalities.