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

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

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Publication:3305913

zbMATH Open1449.60076arXiv1710.05260MaRDI QIDQ3305913

Author name not available (Why is that?)

Publication date: 12 August 2020

Abstract: 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 and Orlicz's norm for random variables (r.v.), which does not satisfy in general case the Cramer's condition.


Full work available at URL: https://arxiv.org/abs/1710.05260



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