22 citations · 217 across the 88 of their papers we have counts for
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Bilateral tail estimate for distribution of self normalizes sums of independent centered random variables under natural norming
E. Ostrovsky, L. Sirota
We derive in this article the exact non-asymptotical exponential and power estimates for self-normalized sums of centered independent random variables (r.v.) under natural norming.…
Exponential tail estimates in the Law of Ordinary Logarithm (LOL) for arrays of random variables
Maria Rosaria Formica, Yurii Vasilovich Kozachenko, Eugeny Ostrovsky +1
We derive exponential bounds for tail of distribution for natural, i.e. under ordinary logarithm, normalized sums of arrays of random variables, not necessarily independent.
Grand Lebesgue Spaces norm estimates for multivariate functional operations
E. Ostrovsky, L. Sirota
We intend to derive the moment and exponential tail estimates for the so-called bivariate or more generally multivariate functional operations, not necessary to be linear or even m…
Improved Monte-Carlo method for solving of integral Fredholm's equations of a second kind, with confidence regions in the uniform norm
E. Ostrovsky, L. Sirota
We offer in this article some modification of Monte-Carlo method for solving of a linear integral Fredholm's equation of a second kind (Fredholm's well posed problem). We prove tha…
Moment and tail estimation for U-statistics with positive kernels
E. Ostrovsky, L. Sirota
We deduce the non-asymptotical (bilateral) estimates for moment inequalities for multiple sums of non-negative (more precisely, non-negative) independent random variables, on the o…