Subgaussianity is hereditarily determined

DOI10.1090/PROC/14947zbMATH Open1455.46017arXiv1902.05297OpenAlexW2990387072WikidataQ126625650 ScholiaQ126625650MaRDI QIDQ5111504FDOQ5111504

Pandelis Dodos, Konstantinos Tyros

Publication date: 27 May 2020

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: Let $n$ be a positive integer, let $$ be a random vector in $mathbb{R}^n$ with bounded entries, and let $(het{a}_1,dots,het{a}_n)$ be a vector in $mathbb{R}^n$. We show that the subgaussian behavior of the random variable $het{a}_1{X}_1+dots+het{a}_n{X}_n$ is essentially determined by the subgaussian behavior of the random variables $su{m}_{iinH}het{a}_i{X}_i$ where $H$ is a random subset of $1,dots,n$.

Full work available at URL: https://arxiv.org/abs/1902.05297

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zbMATH Keywords

subgaussian random vectorsubgaussian random variablesubvector

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probabilistic methods in Banach space theory (46B09)

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Cited In (1)

• Inequalities for the distributions of functionals of sub-Gaussian vectors

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