Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables
type: Item
instance of: scholarly article
title: Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables
zbMATH Open document ID: 1473.60006
author: Maria Rosaria Formica
author: Yu. V. Kozachenko
author: Eugeny Ostrovsky
author: Leonid Sirota
published in: Lithuanian Mathematical Journal
publication date: 2021-05-06T00:00:00Z
review text: In the paper under review, one studies triangular arrays of random variables. Thus, one firstly obtains exponential upper and lower estimates for the tail functions. For arrays of independent random variables in certain grand Lebesgue spaces, one then estimates the partial sums in the case of heavy-tailed distributions.
reviewed by: Daniel Beltiţă
Mathematics Subject Classification ID: 60B05
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 46E30
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 7345270
zbMATH Keywords: array of random variables
zbMATH Keywords: tail function
zbMATH Keywords: law of iterated logarithm
zbMATH Keywords: law of ordinary logarithm
zbMATH Keywords: Orlicz spaces
zbMATH Keywords: grand Lebesgue spaces
Wikidata QID: Q114852324
MaRDI profile type: Publication
full work available at URL: s10986-020-09481-x
OpenAlex ID: W3022587982
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DOI: 10.1007/S10986-020-09481-X
description: scientific article; zbMATH DE number 7345270