most citedEquivalence between tails, Grand Lebesgue Spaces and Orlicz norms for random variables without Cramer's condition

4 citations · 4 across the 1 of their papers we have counts for

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math.PR2018

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.

math.PR2017★ 4 cited

Equivalence between tails, Grand Lebesgue Spaces and Orlicz norms for random variables without Cramer's condition

Yu. V. Kozachenko, E. Ostrovsky, L. Sirota

We offer in this paper the non-asymptotical pairwise bilateral exact up to multiplicative constants interrelations between the tail behavior, moments (Grand Lebesgue Spaces) norm a…