Subgaussianity is hereditarily determined

Pandelis Dodos, Konstantinos Tyros

Let $n$ be a positive integer, let $\mathbf{X}=(X_1,\dots ,X_n)$ be a random vector in ${\mathbb{R}}^n$ with bounded entries, and let $({\theta }_1,\dots ,{\theta }_n)$ be a vector in $\mathbb{R}^…