Sharp One-Dimensional Sub-Gaussian Comparison in Convex Order
arXiv:2604.26819v1 Announce Type: cross
Abstract: We prove that any random variable $X$ whose moment generating function is point-wise upper bounded by that of $ G \sim \mathcal{N}(0,1) $ must be dominated by $ G/\mathbb{E}[|G|] $ in convex order, mea…