Corpus ID: 88517312

On Asymptotically Tight Tail Bounds for Sums of Geometric and Exponential Random Variables

@article{Jin2019OnAT,
  title={On Asymptotically Tight Tail Bounds for Sums of Geometric and Exponential Random Variables},
  author={Yaonan Jin and Yingkai Li and Yining Wang and Yuan Zhou},
  journal={arXiv: Statistics Theory},
  year={2019}
}
  • Yaonan Jin, Yingkai Li, +1 author Yuan Zhou
  • Published 2019
  • Mathematics
  • arXiv: Statistics Theory
  • In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results showing that our established tail bounds are asymptotically tight. 

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