Exponential tilting of subweibull distributions
Probability
2025-11-12 v1 Statistics Theory
Machine Learning
Statistics Theory
Abstract
The class of subweibull distributions has recently been shown to generalize the important properties of subexponential and subgaussian random variables. We describe alternative characterizations of subweibull distributions and detail the conditions under which their tail behavior is preserved after exponential tilting.
Cite
@article{arxiv.2407.11386,
title = {Exponential tilting of subweibull distributions},
author = {F. William Townes},
journal= {arXiv preprint arXiv:2407.11386},
year = {2025}
}