Let X be an integrable real random variable. We say that X is 1-sub-Gaussian in the tail sense if
E[X]=0andP(∣X∣>t)≤2e−t2/2for all t≥0.
[DP2026-abs-solved] [DP2026-def-tail]
For real random variables X,Y, write X⪯cxY if
E[f(X)]≤E[f(Y)]
for every convex f:R→R for which both expectations are finite.
[DP2026-def-constant]
Let G∼N(0,1) be standard normal. We define
C48:=inf{C>0: ∀ 1-sub-Gaussian X, X⪯cxCG}.
[DP2026-def-constant]
Davis and Power proved that this one-dimensional problem is solved: if c⋆ denotes the sharp comparison factor, then C48=c⋆2=c02, where c0 is determined by an explicit system of one-dimensional equations. Numerically,
C48=c02≈5.33386.
[DP2026-abs-solved] [DP2026-thm1-sharp] [DP2026-rem2-num]