a bound on $|z|_p$ with high probability for generalized Gaussian vector











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Let $f(x)$ be the pdf of the generalized Gaussian distribution(GGD), which is given by
begin{align}
f(x)=frac{v}{2sigmaGamma(frac{1}{v})}expleft(-left[frac{|x|}{sigma}right]^{v}right),~xin R,
end{align}

where $sigma>0$ is a scale parameter, and $v>0$ is a shape parameter.
The vector $zin R^n$ satisfies independent $z_isim GGD~(i=1,cdots,n)$ with $0<v<2$. How to provide an explicit bound on $|z|_p~(1<p<2)$ that holds with high probability?










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    Let $f(x)$ be the pdf of the generalized Gaussian distribution(GGD), which is given by
    begin{align}
    f(x)=frac{v}{2sigmaGamma(frac{1}{v})}expleft(-left[frac{|x|}{sigma}right]^{v}right),~xin R,
    end{align}

    where $sigma>0$ is a scale parameter, and $v>0$ is a shape parameter.
    The vector $zin R^n$ satisfies independent $z_isim GGD~(i=1,cdots,n)$ with $0<v<2$. How to provide an explicit bound on $|z|_p~(1<p<2)$ that holds with high probability?










    share|cite|improve this question









    New contributor




    J W Huang is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.






















      up vote
      1
      down vote

      favorite









      up vote
      1
      down vote

      favorite











      Let $f(x)$ be the pdf of the generalized Gaussian distribution(GGD), which is given by
      begin{align}
      f(x)=frac{v}{2sigmaGamma(frac{1}{v})}expleft(-left[frac{|x|}{sigma}right]^{v}right),~xin R,
      end{align}

      where $sigma>0$ is a scale parameter, and $v>0$ is a shape parameter.
      The vector $zin R^n$ satisfies independent $z_isim GGD~(i=1,cdots,n)$ with $0<v<2$. How to provide an explicit bound on $|z|_p~(1<p<2)$ that holds with high probability?










      share|cite|improve this question









      New contributor




      J W Huang is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      Let $f(x)$ be the pdf of the generalized Gaussian distribution(GGD), which is given by
      begin{align}
      f(x)=frac{v}{2sigmaGamma(frac{1}{v})}expleft(-left[frac{|x|}{sigma}right]^{v}right),~xin R,
      end{align}

      where $sigma>0$ is a scale parameter, and $v>0$ is a shape parameter.
      The vector $zin R^n$ satisfies independent $z_isim GGD~(i=1,cdots,n)$ with $0<v<2$. How to provide an explicit bound on $|z|_p~(1<p<2)$ that holds with high probability?







      probability statistics inequality






      share|cite|improve this question









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      edited yesterday





















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