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arXiv · 2208.06037

Improved concentration bounds for sums of independent sub-exponential random variables

Iosif Pinelis
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Abstract

Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.

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Iosif Pinelis. 2022-08-11. Improved concentration bounds for sums of independent sub-exponential random variables. https://arxiv.org/abs/2208.06037

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