Question: Need complete derivation Problem 1.3. Let X1, X2... be an infinite sequence of sub-Gaussian random variables with variance proxy o? = C(logi)-1. Show that for

Need complete derivation

Problem 1.3. Let X1, X2... be an infinite sequence of sub-Gaussian random variables with variance proxy o? = C(logi)-1. Show that for C large enough, we get IE max Xi 2

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