Improved concentration bounds for sums of independent sub-exponential random variables
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Publication:6407654
DOI10.1016/J.SPL.2022.109666arXiv2208.06037WikidataQ115566801 ScholiaQ115566801MaRDI QIDQ6407654FDOQ6407654
Publication date: 11 August 2022
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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