Tail bounds for sums of geometric and exponential variables

TL;DR

This paper provides explicit bounds on the tail probabilities for sums of independent geometric or exponential random variables, accommodating variables with different parameters.

Contribution

It introduces new explicit tail bounds for sums of independent geometric and exponential variables with varying parameters.

Findings

Derived explicit tail bounds for geometric sums

Extended bounds to sums of exponential variables

Applicable to variables with different parameters

Abstract

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