Badr-Eddine Chérief-Abdellatif

Convex Order Comparisons for Sub-Gamma Random Variables

Recent work has shown that sub-Gaussian random variables are dominated in convex order by a sharp multiple of a Gaussian. We study the analogous question for the sub-Gamma class underlying Bernstein's inequality, with the Laplace law as the majorant. Here the moment generating function is controlled by a Bernstein-type...