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arXiv · 2109.14387

Tail bounds for sums of independent two-sided exponential random variables

Jiawei Li·Tomasz Tkocz
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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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Jiawei Li, Tomasz Tkocz. 2021-09-29. Tail bounds for sums of independent two-sided exponential random variables. https://doi.org/10.1007/978-3-031-26979-0_5

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