| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155335 | Statistics & Probability Letters | 2006 | 5 Pages |
Abstract
We study the deviation probability P{|â¥Xâ¥-Eâ¥Xâ¥|>t} where X is a Ï-subgaussian random element taking values in the Hilbert space l2 and Ï(x) is an N-function. It is shown that the order of this deviation is exp{-Ï*(Ct)}, where C depends on the sum of Ï-subgaussian standard of the coordinates of the random element X and Ï*(x) is the Young-Fenchel transform of Ï(x). An application to the classically subgaussian random variables (Ï(x)=x2/2) is given.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Rita Giuliano Antonini, Tien-Chung Hu, Andrei Volodin,