Tail bounds for sums of independent two-sided exponential random variables
Fuente:
arXiv
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2021
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866910799478390784 |
|---|---|
| author | Li, Jiawei Tkocz, Tomasz |
| author_facet | Li, Jiawei Tkocz, Tomasz |
| contents | We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2109_14387 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | Tail bounds for sums of independent two-sided exponential random variables Li, Jiawei Tkocz, Tomasz Probability 60E15, 60G50 We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials. |
| title | Tail bounds for sums of independent two-sided exponential random variables |
| topic | Probability 60E15, 60G50 |
| url | https://arxiv.org/abs/2109.14387 |