Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 210 / 1 / a

Table of contents
- Solution a

Solution

For a centered random variable

X

, being sub-Poisson in the right tail with variance parameter

σ^{2}

lo g E e^{λ X} \leq σ^{2} (e^{λ} - λ - 1) (λ \geq 0) .

It is sub-Gamma in the right tail with variance parameter

v

and scale parameter

c

when

lo g E e^{λ X} \leq \frac{v λ ^{2}}{2 ( 1 - c λ )} (0 \leq λ < c^{- 1}) .

 Ancestors (10)

 View article source

 Discussion (0)

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.

  See all articles in the same topic Create my own version