The sub-Gaussian norm of a binary random variable

DOI10.1090/S0094-9000-2013-00887-4zbMath1300.60063MaRDI QIDQ2922887

V. V. Buldygin, K. K. Moskvichova

Publication date: 15 October 2014

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

zbMATH Keywords

Bernstein inequalityexponential inequalitiessums of random variablesHoeffding inequalitysub-Gaussian random variablesub-Gaussian norm

Mathematics Subject Classification ID

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

Related Items (3)

Non-asymptotic sub-Gaussian error bounds for hypothesis testing ⋮ Real-valued embeddings and sketches for fast distance and similarity estimation ⋮ FACTORISABLE MULTITASK QUANTILE REGRESSION

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• Weakly Sub-Gaussian Random Elements in Banach Spaces
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Sub-Gaussian random variables

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