Sub-Gaussian random variables

By V. V. Buldygin, Y. Kozachenko. 1980

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On the sub-Gaussianity of the Beta and Dirichlet distributions (2017, background): “The sub-Gaussian property (Buldygin and Kozachenko, 1980, 2000; Pisier, 2016) and related concentration inequalities (Boucheron et al., 2013; Raginsky and Sason, 2013) have attracted a lot of attention in the last couple of decades due to their applications in various areas such as pure…”
On Singular Values of Random Matrices (2015, background): “[8] Consider a finite number of independent centered subgaussian random variables Xi.”