A tail bound for sums of independent random variables and application to the Pareto distribution.

Chesneau, Christophe

Applied Mathematics E-Notes [electronic only] (2009)

  • Volume: 9, page 300-306
  • ISSN: 1607-2510

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Chesneau, Christophe. "A tail bound for sums of independent random variables and application to the Pareto distribution.." Applied Mathematics E-Notes [electronic only] 9 (2009): 300-306. <http://eudml.org/doc/229049>.

@article{Chesneau2009,
author = {Chesneau, Christophe},
journal = {Applied Mathematics E-Notes [electronic only]},
keywords = {tail probability; Pareto distribution; Fuk-Nagaev inequality},
language = {eng},
pages = {300-306},
publisher = {Department of Mathematics, Tsing Hua University},
title = {A tail bound for sums of independent random variables and application to the Pareto distribution.},
url = {http://eudml.org/doc/229049},
volume = {9},
year = {2009},
}

TY - JOUR
AU - Chesneau, Christophe
TI - A tail bound for sums of independent random variables and application to the Pareto distribution.
JO - Applied Mathematics E-Notes [electronic only]
PY - 2009
PB - Department of Mathematics, Tsing Hua University
VL - 9
SP - 300
EP - 306
LA - eng
KW - tail probability; Pareto distribution; Fuk-Nagaev inequality
UR - http://eudml.org/doc/229049
ER -

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