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

DOI10.1016/J.SPL.2022.109666arXiv2208.06037WikidataQ115566801 ScholiaQ115566801MaRDI QIDQ6407654

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.

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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