Subgaussianity is hereditarily determined

DOI10.1090/PROC/14947MaRDI QIDQ5111504zbMATHOpenAlexWikidataFDO

Authors Pandelis Dodos, Konstantinos Tyros

Publication date 27 May 2020

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

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

zbMATH Keywords

subgaussian random vectorsubgaussian random variablesubvector

Mathematics Subject Classification ID

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

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 $1,dots,n$.

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• scientific article; zbMATH DE number 2034504 (Why is no real title available?)
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Cited in

(1)

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

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