The sub-Gaussian norm of a binary random variable

DOI10.1090/S0094-9000-2013-00887-4MaRDI QIDQ2922887zbMATH OpenFDO

Authors V. V. Buldygin, K. K. Moskvichova

Publication date 15 October 2014

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0094-9000-2013-00887-4

zbMATH Keywords

Bernstein inequalityexponential inequalitiesHoeffding inequalitysub-Gaussian normsub-Gaussian random variablesums of random variables

Mathematics Subject Classification ID

Convergence and divergence of series and sequences (40A05) Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Numerical summation of series (65B10)

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Cites work

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• Probability Inequalities for Sums of Bounded Random Variables
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Cited in

(11)

• Non-asymptotic sub-Gaussian error bounds for hypothesis testing
• On the sub-Gaussianity of the beta and Dirichlet distributions
• scientific article; zbMATH DE number 1533546 (Why is no real title available?)
• scientific article; zbMATH DE number 1437709 (Why is no real title available?)
• Factorisable multitask quantile regression
• Real-valued embeddings and sketches for fast distance and similarity estimation
• On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
• Subgaussianity is hereditarily determined
• Sharp bounds on \(p\)-norms for sums of independent uniform random variables, \(0 < p < 1\)
• Sharp constants relating the sub-Gaussian norm and the sub-Gaussian parameter
• Tight bounds for local Glivenko-Cantelli

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