# A Simple Note on the Basic Properties of Subgaussian Random Variables

arXiv: https://arxiv.org/abs/2407.07348 · HTML: https://mlsanity.com/paper/2407.07348/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 10 Jul 2024.

## Built on by (most cited first, 1 of 1)

- [Beyond the Independence Assumption: Finite-Sample Guarantees for Deep Q-Learning under τ-Mixing](https://mlsanity.com/paper/2605.06373/) (2026)

## Abstract (arXiv)

This note provides a basic description of subgaussianity, by defining (σ, ρ)-subgaussian random variables X (σ>0, ρ>0) as those satisfying mathbbE(exp(λ X))≤ ρexp(frac12σ2λ2) for any λ∈ℝ. The introduction of the parameter ρ may be particularly useful for those seeking to refine bounds, or align results from different sources, in the analysis of stochastic processes and concentration inequalities.