Exponential tilting of subweibull distributions

F. William Townes

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, illustrate their application to concentration inequalities, and detail the conditions under which their tail behavior is preserved after exponential tilting.

Submission Length: Regular submission (no more than 12 pages of main content)

Previous TMLR Submission Url: https://openreview.net/forum?id=BQBk11IE7I

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Assigned Action Editor: ~Jasper_C.H._Lee1

Submission Number: 5275