Improved concentration bounds for sums of independent sub-exponential random variables
نویسندگان
چکیده
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 have a certain optimality property.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2022
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2022.109666