We represent in this preprint the exact estimate for covariation berween two random variables (r.v.), which are measurable relative the corresponding sigma-algebras through anyhow mixing coefficients. We associate a solution of this problem with fundamental function for correspondent rearrangement invariant spaces.
Equivalence between tails, Grand Lebesgue Spaces and Orlicz norms for random variables without Cramer's condition
Factorizable convergence of random variables in Grand Lebesgue Spaces
Uniform Central Limit Theorem for martingales
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