On the subgaussian comparison theorem
Fuente:
arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866908725661401088 |
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| author | van Handel, Ramon |
| author_facet | van Handel, Ramon |
| contents | The aim of this expository note is to prove that any $1$-subgaussian random vector is dominated in the convex ordering by a universal constant times a standard Gaussian vector. This strengthens Talagrand's celebrated subgaussian comparison theorem. The proof combines a tensorization argument due to J. Liu with ideas that date back to the work of Fernique. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_18588 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the subgaussian comparison theorem van Handel, Ramon Probability 60E15, 60G15 The aim of this expository note is to prove that any $1$-subgaussian random vector is dominated in the convex ordering by a universal constant times a standard Gaussian vector. This strengthens Talagrand's celebrated subgaussian comparison theorem. The proof combines a tensorization argument due to J. Liu with ideas that date back to the work of Fernique. |
| title | On the subgaussian comparison theorem |
| topic | Probability 60E15, 60G15 |
| url | https://arxiv.org/abs/2512.18588 |