论文标题
独立亚指数随机变量的总和的提高浓度界限
Improved concentration bounds for sums of independent sub-exponential random variables
论文作者
论文摘要
尾部概率上已知的伯恩斯坦型上限,以一次以几种方式改善独立零均值的次指数随机变量。新的上限具有一定的最佳属性。
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.