On the sub-Gaussianity of the beta and Dirichlet distributions

DOI10.1214/17-ECP92zbMath1395.60016arXiv1705.00048OpenAlexW3098765862MaRDI QIDQ2411776

Olivier Marchal, Julyan Arbel

Publication date: 25 October 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.00048

zbMATH Keywords

log-Sobolev inequalityDirichlet distributionconcentration inequalitybeta distributiontransport inequalitysub-Gaussian

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

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