Year: 2026
Type: preprint
Abstract: We provide a very short proof of the following comparison theorem, which has recently played an important role: every centered subgaussian random vector is dominated in convex order, up to a universal constant, by a standard Gaussian random vector.
Source: arXiv (Cornell University)
Authors: Song, Antoine, Talagrand, Michel
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7220992265