Sam Power

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math.PR2026

The sharp one-dimensional convex sub-Gaussian comparison constant

Damek Davis, Sam Power

Let $X$ be an integrable real random variable with mean zero and two-sided sub-Gaussian tail $P (∣ X ∣ > t) \leq 2 e^{- t^{2} /2}$ for all $t \geq 0$ . We determine the smallest consta…

math.PR2025

A New Proof of Sub-Gaussian Norm Concentration Inequality

Zishun Liu, Sam Power, Yongxin Chen

We present a new method for proving the norm concentration inequality of sub-Gaussian variables. Our proof is based on an averaged version of the moment generating function, termed…