有界随机变量的次高斯性

The subgaussian quality of the bounded random variable

通过建立一些重要的不等式,研究有界随机变量的性质,得出了重要结果:数学期望为零的有界随机变量是次高斯的,并得出参数τ的精确估计.最后应用这些结果构造一个非对称的次高斯变量,并研究了某些随机三角级数的性质,得到了很好的结果.

Study some properties of a bounded random variable by some inequalities,obtain a significant conclusion:a bounded random variable whose math expectation is zero is a subgaussian variable,also get an accurate estimate of a paremeter tau.Finally,apply these results to structure an unsymmetrical subgaussian variable and study the properties of some random trigonometric series.