Low bounds for distribution of sums of independent centered random variables belonging to Grand Lebesgue Spaces

TL;DR

This paper establishes non-asymptotic exponential tail bounds for sums of independent centered random variables within Grand Lebesgue Spaces, providing insights into their distributional behavior.

Contribution

It introduces new non-asymptotic tail bounds for sums of independent centered variables in Grand Lebesgue Spaces, advancing understanding of their distributional limits.

Findings

Derived exponential tail bounds for sums of variables

Applicable to variables in Grand Lebesgue Spaces

Enhances non-asymptotic analysis of random sums

Abstract

We deduce in this short report the non-asymptotic for exponential tail of distribution for sums of independent centered random variables.