On Asymptotically Tight Tail Bounds for Sums of Geometric and Exponential Random Variables
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Publication:6313770
arXiv1902.02852MaRDI QIDQ6313770FDOQ6313770
Authors: Yaonan Jin, Yingkai Li, Yining Wang, Yuan Zhou
Publication date: 7 February 2019
Abstract: In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results showing that our established tail bounds are asymptotically tight.
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