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Feasible Frontiers for Sub-Gamma Envelopes: the Variance--Pole Trade-off for Infinitely Divisible Laws

Chen, Yichuan et al.
arXiv (All) · Papers
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probability
A right sub-gamma bound is described by a quadratic proxy $v$ and a pole $c$, and the pair is not unique: enlarging either preserves it. Fixing $v$ at the variance $V$ removes the ambiguity at quadratic order but is a convention, not a consequence. For centered infinitely divisible laws with finite
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