2026/05/11 by Dongming Merrick Hua, Antoine Song, Stefan Tudose · 2 voices
Mathematics · #math.PR #math.CO #math.MG
arxiv published 2026/05/11 · arxiv updated 2026/07/10
We prove that any random vector in ℝn which is dominated in convex order by a standard Gaussian vector can be written as the sum of three standard Gaussian vectors. This implies that any 1-subgaussian random vector in ℝn is the sum of a universal number of Gaussian vectors. It also solves M. Talagrand's convexity problem, which in turn implies a weak version of a combinatorial analogue to the problem.