Tail Bounds for Sums of Independent Two-Sided Exponential Random Variables

Publication type: Book Chapter
Publication date: 2023-06-06
Springer Nature
SJR: —
CiteScore: 1.6
Impact factor: —
ISSN: 10506977, 22970428
Abstract
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.
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Li J., Tkocz T. Tail Bounds for Sums of Independent Two-Sided Exponential Random Variables // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 143-154.
GOST all authors (up to 50) Copy
Li J., Tkocz T. Tail Bounds for Sums of Independent Two-Sided Exponential Random Variables // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 143-154.
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TY - GENERIC
DO - 10.1007/978-3-031-26979-0_5
UR - https://doi.org/10.1007/978-3-031-26979-0_5
TI - Tail Bounds for Sums of Independent Two-Sided Exponential Random Variables
T2 - Seminar on Stochastic Analysis, Random Fields and Applications VI
AU - Li, Jiawei
AU - Tkocz, Tomasz
PY - 2023
DA - 2023/06/06
PB - Springer Nature
SP - 143-154
SN - 1050-6977
SN - 2297-0428
ER -
BibTex
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@incollection{2023_Li,
author = {Jiawei Li and Tomasz Tkocz},
title = {Tail Bounds for Sums of Independent Two-Sided Exponential Random Variables},
publisher = {Springer Nature},
year = {2023},
pages = {143--154},
month = {jun}
}