In probability theory, one definition of a subexponential distribution is as a probability distribution whose tails decay at an exponential rate, or faster: a real-valued distribution
is called subexponential if, for a random variable
, of a random variable is defined by This is an example of a Orlicz norm.
An equivalent condition for a distribution
[1]: §2.7 Subexponentiality can also be expressed in the following equivalent ways:[1]: §2.7