Tail bounds for sums of independent two-sided exponential random variables

Jiawei Li; Tomasz Tkocz

doi:10.1007/978-3-031-26979-0_5

Tail bounds for sums of independent two-sided exponential random variables

Jiawei Li, Tomasz Tkocz

School of Mathematics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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.

Original language	English
Title of host publication	High Dimensional Probability IX
Subtitle of host publication	The Ethereal Volume
Editors	Radoslaw Adamczak, Nathael Gozlan, Karim Lounici, Mokshay Madiman
Publisher	Birkhäuser Cham
Pages	143-154
ISBN (Electronic)	978-3-031-26979-0
ISBN (Print)	978-3-031-26978-3
DOIs	https://doi.org/10.1007/978-3-031-26979-0_5
Publication status	Published - 6 Feb 2023
Event	High Dimensional Probability - online Duration: 14 Jun 2020 → 19 Jun 2020 Conference number: 9 https://www.impan.pl/en/activities/banach-center/conferences/20-highdimensional

Publication series

Name	Progress in Probability
Publisher	Springer
Volume	80
ISSN (Print)	1050-6977
ISSN (Electronic)	2297-0428

Conference

Conference	High Dimensional Probability
Period	14/06/20 → 19/06/20
Internet address	https://www.impan.pl/en/activities/banach-center/conferences/20-highdimensional

Access to Document

10.1007/978-3-031-26979-0_5

https://arxiv.org/abs/2109.14387

Cite this

@inproceedings{aef7ea45e6324c2ca1e36ea007b0e940,

title = "Tail bounds for sums of independent two-sided exponential random variables",

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{\textquoteright}s recent results for one-sided exponentials.",

author = "Jiawei Li and Tomasz Tkocz",

note = "Funding Information: TT{\textquoteright}s research supported in part by NSF grant DMS-1955175. Publisher Copyright: {\textcopyright} 2023, The Author(s), under exclusive license to Springer Nature Switzerland AG.; High Dimensional Probability ; Conference date: 14-06-2020 Through 19-06-2020",

year = "2023",

month = feb,

day = "6",

doi = "10.1007/978-3-031-26979-0\_5",

language = "English",

isbn = "978-3-031-26978-3",

series = "Progress in Probability",

publisher = "Birkh{\"a}user Cham",

pages = "143--154",

editor = "Radoslaw Adamczak and Nathael Gozlan and Karim Lounici and Mokshay Madiman",

booktitle = "High Dimensional Probability IX",

url = "https://www.impan.pl/en/activities/banach-center/conferences/20-highdimensional",

}

Tail bounds for sums of independent two-sided exponential random variables. / Li, Jiawei; Tkocz, Tomasz.
High Dimensional Probability IX : The Ethereal Volume. ed. / Radoslaw Adamczak; Nathael Gozlan; Karim Lounici; Mokshay Madiman. Birkhäuser Cham, 2023. p. 143-154 (Progress in Probability; Vol. 80).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - Tail bounds for sums of independent two-sided exponential random variables

AU - Li, Jiawei

AU - Tkocz, Tomasz

N1 - Conference code: 9

PY - 2023/2/6

Y1 - 2023/2/6

N2 - 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.

AB - 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.

U2 - 10.1007/978-3-031-26979-0_5

DO - 10.1007/978-3-031-26979-0_5

M3 - Conference contribution

SN - 978-3-031-26978-3

T3 - Progress in Probability

SP - 143

EP - 154

BT - High Dimensional Probability IX

A2 - Adamczak, Radoslaw

A2 - Gozlan, Nathael

A2 - Lounici, Karim

A2 - Madiman, Mokshay

PB - Birkhäuser Cham

T2 - High Dimensional Probability

Y2 - 14 June 2020 through 19 June 2020

ER -

Tail bounds for sums of independent two-sided exponential random variables

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Cite this