Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables

DOI10.1007/s10986-020-09481-xzbMath1473.60006OpenAlexW3022587982WikidataQ114852324 ScholiaQ114852324MaRDI QIDQ829817

Maria Rosaria Formica, Eugeny Ostrovsky, Yuriy Vasil'ovich Kozachenko, Leonid Sirota

Publication date: 6 May 2021

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-020-09481-x

zbMATH Keywords

Orlicz spaceslaw of iterated logarithmgrand Lebesgue spacesarray of random variableslaw of ordinary logarithmtail function

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Sums of independent random variables; random walks (60G50) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Strong limit theorems (60F15)

Related Items (4)

Grand Lebesgue Spaces are really Banach algebras relative to the convolution on unimodular locally compact groups equipped with Haar measure ⋮ Connection between weighted tail, Orlicz, Grand Lorentz and Grand Lebesgue norms ⋮ Bochner-Riesz operators in grand Lebesgue spaces ⋮ Grand quasi Lebesgue spaces

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