Tail bounds for sums of independent two-sided exponential random variables
Probability
2025-01-28 v2
Abstract
We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.
Cite
@article{arxiv.2109.14387,
title = {Tail bounds for sums of independent two-sided exponential random variables},
author = {Jiawei Li and Tomasz Tkocz},
journal= {arXiv preprint arXiv:2109.14387},
year = {2025}
}