Exponential tilting of subweibull distributions

F. William Townes

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arXiv · 2407.11386

Exponential tilting of subweibull distributions

F. William Townes

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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.

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BibTeX RIS

F. William Townes. 2024-07-16. Exponential tilting of subweibull distributions. https://arxiv.org/abs/2407.11386

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