Sharp constants relating the sub-Gaussian norm and the sub-Gaussian parameter

DOI10.1214/26-ECP761MaRDI QIDQ6844275zbMATH OpenFDO

Authors Lasse Leskelä, Matvei Zhukov

Publication date 16 March 2026

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-communications-in-probability/volume-31/issue-none/Sharp-constants-relating-the-sub-Gaussian-norm-and-the-sub/10.1214/26-ECP761.full

zbMATH Keywords

Luxemburg normnormal distributionoptimal variance proxyOrlicz normRademacher distributionsub-Gaussian normsymmetric Bernoulli distribution

Mathematics Subject Classification ID

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

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