Relations between exponential tails, moments and moment generating functions for random variables and vectors
| Autor: | Kozachenko, Yu. V., Ostrovsky, E., Sirota, L. |
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| Rok vydání: | 2017 |
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| Druh dokumentu: | Working Paper |
| Popis: | We offer in this paper the non-asymptotical pairwise bilateral exact up to multiplicative constants interrelations between exponential decreasing tail behavior, moments (Grand Lebesgue Spaces) norm and moment generating functions norm for random variables and vectors (r.v.). Comment: arXiv admin note: text overlap with arXiv:1510.08945, arXiv:1510.04182 |
| Databáze: | arXiv |
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