Subexponential distribution (light-tailed)
= Subexponential distribution
{disambiguate=light-tailed}
{wiki}
= Sub-exponential random variable
{synonym}
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 $K$.