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Exact upper tail probabilities of random series
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.
2015 (English)In: Statistics and Probability Letters, ISSN 0167-7152, Vol. 99, 13-19 p.Article in journal (Refereed) Published
Abstract [en]

In this paper, we obtain new estimates on upper tail probabilities of suitable random series involving a distribution having an exponential tail. These estimates are exact, and the distribution is not heavy-tailed.

Place, publisher, year, edition, pages
Elsevier , 2015. Vol. 99, 13-19 p.
Keyword [en]
Exponential tail; Random series; Upper tail probability; Large deviation
National Category
Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-117654DOI: 10.1016/j.spl.2014.12.026ISI: 000352169200003OAI: oai:DiVA.org:liu-117654DiVA: diva2:811499
Available from: 2015-05-12 Created: 2015-05-06 Last updated: 2015-05-12

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Yang, Xiangfeng
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Mathematical Statistics The Institute of Technology
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