A variant of azuma's inequality for martingales with subgaussian tails. ArXiv e-prints, abs/1110.2392, 10 2011.A Variant of Azuma’s Inequality for Martingales with Subgaussian Tails - ShamirOhad Shamir. A variant of azuma's inequality for martingales with subgaussian tails. arXiv preprint ar...
B. Groux. Asymptotic freeness for rectangular random matrices and large deviations for sample covariance matrices with sub-gaussian tails. arXiv, 1505.05733 [math.PR].B. Groux. Asymptotic Freeness for Rectangular Random Matrices and Large Deviations for Sample Covariance Matrices With Sub-Gaussian ...
摘要: We provide a very simple argument showing that the Φ43 measure does have quartic exponential tails, as expected from its formal expression. This shows that the corresponding moment problem is well-posed and provides a simple path to observing non-Gaussianity of the measure.年份: 2022 ...
We provide a very simple argument showing that the \\(\\Phi ^4_3\\) measure does have quartic exponential tails, as expected from its formal expression. This shows that the corresponding moment problem is well-posed and provides a simple path to observing non-Gaussianity of the measure.doi...
Of particular interest to us is the well-documented but heretofore little noticed and unexplained phenomenon that whereas the frequency distribution of log permeability data often seems to be Gaussian, that of corresponding increments tends to exhibit heavy tails. The tails decay as powers of -伪 ...
General theorems implying subgaussian distributions are derived. Also cases are discussed with non-Gaussian tails. Applications to the probabilistic analysis of algorithms and data structures are given.doi:10.1524/stnd.2005.23.2.131Ralph Neininger
The purpose of this investigation is to propose a multivariate volatility model that takes into consideration time varying volatility and the property of the 伪-stable sub-Gaussian distribution to model heavy tails. The principal assumption is that returns follow a sub-Gaussian distribu...
We study coercive inequalities in Orlicz spaces associated to the probability measures on finite- and infinite-dimensional spaces which tails decay slower than the Gaussian ones. We provide necessary and sufficient criteria for such inequalities to hold and discuss relations between various classes of ...
This however left unaddressed the empirical finding that whereas sample frequency distributions of Y tend to display relatively mild non-Gaussian peaks and tails, those of 未Y often reveal peaks that grow sharper and tails that become heavier with decreasing separation distance or lag. Recently we ...
Recall that along with centered Gaussian random variables the space Sub(惟) of sub-Gaussian random variables contains all bounded zero-mean random variables and all zero-mean random variables whose distribution tails decrease no slower than the tails of the distribution of a Gaussian random variable...