Nello spazio delle variabili aleatorie subgaussiane definite su si studia l'equivalenza tra la norma subgaussiana e la norma di Fernique, dando valutazioni numeriche delle costanti di equivalenza. A tale scopo si fa uso di una nuova caratterizzazione della norma subgaussiana delle variabili aleatorie simmetriche.
@article{BUMI_2000_8_3B_1_147_0,
author = {Rita Giuliano Antonini},
title = {Subgaussianity and exponential integrability of real random variables: comparison of the norms},
journal = {Bollettino dell'Unione Matematica Italiana},
volume = {3-A},
year = {2000},
pages = {147-157},
zbl = {0955.60016},
mrnumber = {1755706},
language = {en},
url = {http://dml.mathdoc.fr/item/BUMI_2000_8_3B_1_147_0}
}
Giuliano Antonini, Rita. Subgaussianity and exponential integrability of real random variables: comparison of the norms. Bollettino dell'Unione Matematica Italiana, Tome 3-A (2000) pp. 147-157. http://gdmltest.u-ga.fr/item/BUMI_2000_8_3B_1_147_0/
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