Commit 2025-12-02 17:23 dca58615
View on Github →feat: properties of sub-Gaussian random variables (#31550)
Add several simple lemmas, and the fact that for X, Y two independent sub-Gaussian random variables such that μ[X] ≥ μ[Y], the probability that X ≤ Y is bounded by an exponential function of (μ[X] - μ[Y])^2.
From the LeanBandits project.