Can I read Poisson Random Variables Concentration Bounds on EtoBox?
Poisson Random Variables Concentration Bounds by Rocks Stones is a document available to read on EtoBox.
What is Poisson Random Variables Concentration Bounds about?
This document provides: 1) A proof that Poisson random variables enjoy good concentration bounds, namely being subexponential. 2) Theorems showing that for a Poisson random variable X with parameter λ, the probabilities Pr[X ≥ λ + x] and Pr[X ≤ λ - x] decay exponentially in x. 3) The proof relies on establishing properties of an auxiliary function h and applying moment generating functions.
- Author
- Rocks Stones
- Language
- EN