The sub-Gaussian norm of a binary random variable

  • Buldygin V
  • Moskvichova K
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Abstract

The exact values of the sub-Gaussian norms of Bernoulli random vari-ables and binary random variables are found. Exponential bounds for the distri-butions of sums of centered binary random variables are studied for both cases of independent and dependent random variables. These bounds improve some known results.

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Buldygin, V. V., & Moskvichova, K. K. (2013). The sub-Gaussian norm of a binary random variable. Theory of Probability and Mathematical Statistics, 86, 33–49. https://doi.org/10.1090/s0094-9000-2013-00887-4

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