Paper 2019/520 Original: eprint.iacr.org/2019/520 ↗
A Note on Sub-Gaussian Random Variables
Abstract
A sub-Gaussian distribution is any probability distribution that has tails bounded by a Gaussian and has a mean of zero. It is well known that the sum of independent sub-Gaussians is again sub-Gaussian. This note generalizes this result to sums of sub- Gaussians that may not be independent, under the assumption a certain conditional distribution is also sub-Gaussian. This general result is useful in the study of noise growth in (fully) homomorphic encryption schemes [CGHX19, CGGI17], and hopefully useful for other applications.
Metadata
- Available format(s)
PDF- Category
- Foundations
- Publication info
- Preprint.
- History
- 2019-05-20: last updated
- 2019-05-20: published
- Short URL
- https://ia.cr/2019/520
- License
- https://creativecommons.org/licenses/by/4.0/
BibTeX
@misc{cryptoeprint:2019/520,
author = {Benjamin M. Case and Colin Gallagher and Shuhong Gao},
title = {A Note on Sub-Gaussian Random Variables},
howpublished = {Cryptology {ePrint} Archive, Paper 2019/520},
year = {2019},
url = {https://eprint.iacr.org/2019/520}
}