TL;DR利用相关的数学工具证明在特定条件下,基于 Martingale Method 的 Lipschitz Function 对于给定的随机变量集合是 subgaussian,同时探讨其在强化学习中的应用。
Abstract
Given $X_1,\cdot ,X_N$ random variables whose joint distribution is given as $\mu$ we will use the martingale method to show any lipshitz function $f$ over these random variables is subgaussian. The Variance para