k**********g
发帖数: 33 | 1 Say that a random variable X has a subgaussian distribution
with scale factor \sigma if
E[exp(tX)] <= exp(t^2\sigma^2 / 2)
我的问题是
E[exp(tX^2)] <= ?
能不能有个bound呢(最好类似的)？
进一步
E[exp(tX*Y)] <= ?
其中 X，Y独立同分布。 谢谢啦。 有什么思路也行：）
新年快乐！ | l*********s
发帖数: 5409 | 2 x is normal, x^2 is scaled chisq, which has a closed form mgf |
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