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| bio | website | |
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| visits | member for | 7 months |
| seen | Oct 26 '12 at 21:38 | |
| stats | profile views | 3 |
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Oct 10 |
comment |
Tail bounds for square of sub-exponential random variable Again, I never claimed that they are sub-exponential. Please take a look at the question again. Also for the interested(thanks to Prof. Vershynin's pointers): such a class of random variables are in the class $\psi_1$. One could handle them through something along the lines of Theorem 6.21 in probability in Banach spaces book. |
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Oct 7 |
comment |
Tail bounds for square of sub-exponential random variable Maybe I was not clear. I agree with your statement. When $X'$ is sub-Gaussian, $X'^2$ is sub-exponential. But in my question $X$ is sub-exponential and I want tail bounds for $X^2$ in this case. |
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Oct 6 |
asked | Tail bounds for square of sub-exponential random variable |
