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PreprintCC BY 4.0arXiv

A very short proof of the subgaussian convex-order comparison theorem

  • Antoine Song
  • Michel Talagrand
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Abstract

We provide a very short proof of the following comparison theorem, which has recently played an important role: every centered subgaussian random vector is dominated in convex order, up to a universal constant, by a standard Gaussian random vector.

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Cite

BibTeXRIS
BibTeX
@misc{song2026very,
  title = {{A very short proof of the subgaussian convex-order comparison theorem}},
  author = {Antoine Song and Michel Talagrand},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.07876},
  eprint = {2610.07876},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.07876},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - A very short proof of the subgaussian convex-order comparison theorem
AU  - Antoine Song
AU  - Michel Talagrand
PY  - 2026
DA  - 2026/10/06
PB  - arXiv
DO  - 10.48550/arxiv.2610.07876
UR  - https://arxiv.org/abs/2610.07876
AB  - We provide a very short proof of the following comparison theorem, which has recently played an important role: every centered subgaussian random vector is dominated in convex order, up to a universal constant, by a standard Gaussian random vector.
ER  -