Banach spaces characterization of random vectors with exponential decreasing tails of distribution
arXiv:1601.04766
Abstract
We present in this paper the Banach space representation for the set of random finite-dimensional vectors with exponential decreasing tails of distributions. We show that there are at last three types of these multidimensional Banach spaces, i.e. which can completely describe the random vectors with exponential decreasing tails of distributions: exponential Orlicz spaces, Young spaces and Grand Lebesgue spaces. We discuss in the last section the possible applications of obtained results.
arXiv admin note: substantial text overlap with arXiv:1510.04182
References in corpus (3)
- Vector rearrangement invariant banach spaces of random variables with exponential decreasing tails of distributions
- Non-asymptotical sharp exponential estimates for maximum distribution of discontinuous random fields
- Entropy and Grand Lebesgue Spaces approach for Prokhorov-Skorokhod continuity of random processes, with tail estimates