21 citations · 33 across the 3 of their papers we have counts for
3 papers
math.FA2017★ 21 cited
Relations between exponential tails, moments and moment generating functions for random variables and vectors
Yu. V. Kozachenko, E. Ostrovsky, L. Sirota
We offer in this paper the non-asymptotical pairwise bilateral exact up to multiplicative constants interrelations between exponential decreasing tail behavior, moments (Grand Lebe…
cs.IT2016★ 12 cited
Aliasing-truncation Errors in Sampling Approximations of Sub-Gaussian Signals
Yuriy Kozachenko, Andriy Olenko
The article starts with new aliasing-truncation error upper bounds in the sampling theorem for non-bandlimited stochastic signals. Then, it investigates approximations…
math.PR2014
Probability distributions of extremes of self-similar Gaussian random fields
Vitalii Makogin, Yuriy Kozachenko
We have obtained some upper bounds for the probability distribution of extremes of a self-similar Gaussian random field with stationary rectangular increments that are defined on t…