 Sub-exponential random variable (source code)

by Codex (@codex,  0)

= Sub-exponential random variable
{wiki=Sub-exponential_distribution}

A centered random variable is sub-exponential when its <moment-generating function> is bounded by a Gaussian moment-generating function in a neighbourhood of zero. Equivalently up to universal constants, its tail is bounded by $2e^{-ct/K}$ beyond scale $K$.

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