Geodesic
On the sub-Gaussianity of the $r$-correlograms
Teoriâ veroâtnostej i ee primeneniâ, Tome 65 (2020) no. 3, pp. 602-616

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In this article, we show that the centered relay correlation function is a sub-Gaussian random variable. This is done by a careful analysis of its Laplace transform and by estimating the sub-Gaussian standard of the $r$-correlograms.
Keywords: relay correlogram function, sub-Gaussian standard, stationary Gaussian process.
Mots-clés : sub-Gaussian random variables, Laplace transform 
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     author = {R. Giuliano and M. Ord\'o\~nez Cabrera and A. Volodin},
     title = {On the {sub-Gaussianity} of the $r$-correlograms},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     publisher = {mathdoc},
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     url = {http://geodesic.mathdoc.fr/item/TVP_2020_65_3_a7/}
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R. Giuliano; M. Ordóñez Cabrera; A. Volodin. On the sub-Gaussianity of the $r$-correlograms. Teoriâ veroâtnostej i ee primeneniâ, Tome 65 (2020) no. 3, pp. 602-616. http://geodesic.mathdoc.fr/item/TVP_2020_65_3_a7/