Subgaussianity and exponential integrability of real random variables: comparison of the norms
Bollettino della Unione matematica italiana, Série 8, 3B (2000) no. 1, pp. 147-157.

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Nello spazio delle variabili aleatorie subgaussiane definite su $(\Omega, A, \mathbb{P})$ si studia l'equivalenza tra la norma subgaussiana e la norma di Fernique, dando valutazioni numeriche delle costanti di equivalenza. A tale scopo si fa uso di una nuova caratterizzazione della norma subgaussiana delle variabili aleatorie simmetriche.
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Giuliano Antonini, Rita. Subgaussianity and exponential integrability of real random variables: comparison of the norms. Bollettino della Unione matematica italiana, Série 8, 3B (2000) no. 1, pp. 147-157. http://geodesic.mathdoc.fr/item/BUMI_2000_8_3B_1_a7/

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