Aug 27, 2021 · $\begingroup$ @JamieCarr Also note that Wikipedia only gives a definition for "sub-Gaussian" without any sort of parameterization by $\sigma$ or $\sigma^2$, so even disregarding the difference in my previous comment, you cannot use it to say something like "$\sqrt{2b}$-subGaussian."

Feb 29, 2016 · Sub-Gaussian and "nearly" sub-Gaussian random variables. 11. Expected maximum of sub-Gaussian. 0.

Mar 24, 2019 · He does not say that the norm isn't sub-Gaussian. He says that the inequality of Thm 3.1.1 does not hold in general (with absolute constant). As you see, the constant we get here depends on dimension. $\endgroup$

Aug 14, 2020 · Sub-Gaussian concentration without the sub-Gaussian norm. Question feed Subscribe to RSS ...

Mar 1, 2019 · Sub-Gaussian and "nearly" sub-Gaussian random variables. 3. Tail bound implies sub-Gaussian. 1. Why finite ...

Oct 30, 2021 · Sub-Gaussian and "nearly" sub-Gaussian random variables. 3. Tail bound implies sub-Gaussian. 0. Is this ...

Aug 1, 2023 · I understand this is because of the tail bound of Gaussian random variables. However, I am wondering if there is an explicit result for the sub-gaussian norm of a normally distributed random variable. I assume there would be, but I am unsure of how to go about calculating it using only the definition of the sub-gaussian norm...

$\begingroup$ You proved that the sum of sub gaussian with parameter Sqrt(2)*(a_1^2*v_1^2+a_2^2*v_2^2) $\endgroup$ – user3563894 Commented Nov 10, 2022 at 20:58

Oct 15, 2020 · Sum of sub-gaussian random variables. Ask Question Asked 4 years, 6 months ago. Modified 3 years, 10 ...

Aug 18, 2020 · The whole proof only showed that $ \| X \|_2 -\sqrt{n} $ is a sub-gaussian random variable. And in the last sentence, the author just said it is equivalent to the conclusion of the theorem. And in the last sentence, the author just said it …