Question: Exercise B.11. Let X be a zero-mean, 1-sub-Gaussian random variable. Show that there exists a universal constant c > 0 such that for all p

Exercise B.11. Let X be a zero-mean, 1-sub-Gaussian random variable. Show that there exists a universal constant c > 0 such that for all p > 1, ||XIL, :=(EX|P)1/P t) dt. (b) For all s > 1/2, I(s) 1 p /P

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