paper

The measure has sub-Gaussian tails

arXiv:2102.11685 · doi:10.1007/s10955-021-02866-3

Abstract

We provide a very simple argument showing that the measure does have quartic exponential tails, as expected from its formal expression. This shows that the corresponding moment problem is well-posed and provides a simple path to observing non-Gaussianity of the measure.

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