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

DOI10.1016/j.spl.2022.109666OpenAlexW4292239907WikidataQ115566801 ScholiaQ115566801MaRDI QIDQ2081780

Iosif Pinelis

Publication date: 30 September 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.06037

zbMATH Keywords

sums of independent random variablessub-exponential random variablesBernstein-type boundsconcentration bounds

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• On the Lambert \(w\) function
• Optimum bounds for the distributions of martingales in Banach spaces
• Probability Inequalities for the Sum of Independent Random Variables
• Remarks on Inequalities for Large Deviation Probabilities
• High-Dimensional Probability
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