Timeline for Is the normal product distribution sub-gaussian?
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 29, 2018 at 14:43 | vote | accept | Daniel López | ||
| Sep 28, 2018 at 23:22 | answer | added | Nate Eldredge | timeline score: 7 | |
| Sep 28, 2018 at 23:15 | comment | added | Christian Chapman | if you're just interested in the johnson-lindenstrauss lemma you can find a different component distribution for your matrices where it still holds, and have subgaussian tails (for instance, i think rademacher rvs work) | |
| Sep 28, 2018 at 23:06 | comment | added | Christian Chapman | did you know it is a difference of iid chi-squared distributions with one dof? this makes me guess that it is not sub-gaussian, as the tail of one of them is shaped like $\exp(-x/2-\ln(x)/2)$ which is eventually greater than anything like $e^{-ax^2}, a>0$ | |
| Sep 28, 2018 at 22:30 | review | First posts | |||
| Sep 28, 2018 at 23:15 | |||||
| Sep 28, 2018 at 22:27 | history | asked | Daniel López | CC BY-SA 4.0 |