Exponential integrability of sub-Gaussian vectors

DOI10.1007/BF01203168zbMath0675.60007MaRDI QIDQ1122206

Ryoji Fukuda

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

exponential integrabilitysub-Gaussian vectors

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11)

Related Items (5)

Non-zero constraints in elliptic PDE with random boundary values and applications to hybrid inverse problems ⋮ Gaussian measures on linear spaces ⋮ Sample average approximations of strongly convex stochastic programs in Hilbert spaces ⋮ Modulus of continuity of some conditionally sub-Gaussian fields, application to stable random fields ⋮ Concentration Inequalities for Statistical Inference

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• Séries de variables aléatoires vectorielles indépendantes et propriétés géométriques des espaces de Banach
• Sub-Gaussian random variables

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