arXiv:1710.05260 Abstract | arXiv Analytics

arXiv:1710.05260 [math.PR]Abstract References Reviews Resources

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

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

Published 2017-10-15Version 1

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.

Categories: math.PR

Keywords: grand lebesgue spaces, random variables, cramers condition, orlicz norms, equivalence

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