Sharp One-Dimensional Sub-Gaussian Comparison in Convex Order
Not on the map. Why?
Abstract (arXiv)
We prove that any random variable X whose moment generating function is point-wise upper bounded by that of G ~ N(0,1) must be dominated by G/mathbbE[|G|] in convex order, meaning mathbbE[f(X)] ≤ mathbbE[f(G/mathbbE[|G|])] for all convex f. This is sharp as witnessed by X ~ Unif(-1,1) and f(x) = |x| .
Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 1 of its 8 references that are in the map. First posted on arXiv 29 Apr 2026.
Builds on
1 of 8 references.
References · 1
Built on by
Not cited yet.