Sub-Gaussian distribution
= Sub-Gaussian distribution
{wiki}
= Sub-Gaussian random variable
{synonym}
A centered random variable is sub-Gaussian with parameter $\sigma$ when $\mathbb E e^{tX}\leq e^{\sigma^2t^2/2}$ for every real $t$.
= Sub-Gaussian distribution
{wiki}
= Sub-Gaussian random variable
{synonym}
A centered random variable is sub-Gaussian with parameter $\sigma$ when $\mathbb E e^{tX}\leq e^{\sigma^2t^2/2}$ for every real $t$.