Tail bounds for sums of geometric and exponential variables

By Svante Janson. 2017

201 citations recorded by the source corpus.

We give explicit bounds for the tail probabilities for sums of independent geometric or exponential variables, possibly with different parameters.

Subfields: Algebra and Number Theory, Applied Mathematics, Management Science and Operations Research

Citations in the corpus

• PINT: Probabilistic In-band Network Telemetry (2020, unknown): “([35]) Let { A 1 , . . .”
• The Role of Interactivity in Local Differential Privacy (2019, unknown): “1 in [21] for any t ≥ 1: P[Z ≥ tμ′] ≤ e−e −ε 2 μ′(t−1−log t) Setting t = 2( log(2/δ)2e ε μ′ + 1) gives Z ≤ 2(log(2/δ)2e + μ′) with probability at least 1 − δ/2.”