Ostrovsky, E.
- Exact exponential bounds for the random field maximum distribution via the majoring measures (generic chaining)
2008/02/04 by E. Ostrovsky, Ostrovsky, E., E. Rogover +1 · 10 citations
Environmental Science · Decision Sciences · #Analysis of environmental and stochastic processes #Probabilistic and Robust Engineering Design #Soil Geostatistics and Mapping
- Asymptotic exponential bounds for MLE deviation under minimal conditions via classical and generic chaining methods
2009/03/24 by E. Ostrovsky, E. Rogover, Ostrovsky, E. +1 · 4 citations
Decision Sciences · Mathematics · Economics, Econometrics and Finance · #Probabilistic and Robust Engineering Design #Mathematical Approximation and Integration #Stochastic processes and financial applications
- Nikol'skii-type inequalities for rearrangement invariant spaces
2008/04/15 by E. Ostrovsky, Ostrovsky, E., L. Sirota +1 · 10 citations
Mathematics · #Advanced Harmonic Analysis Research #Mathematical Approximation and Integration #Analytic and geometric function theory
- Exponential Bounds in the Law of Iterated Logarithm for Martingales
2008/01/14 by Eugeny Ostrovsky, L. Sirota, Ostrovsky, E. +1 · 2 citations
Environmental Science · Mathematics · Economics, Econometrics and Finance · #Analysis of environmental and stochastic processes #Mathematical Approximation and Integration #Stochastic processes and financial applications
- Integral Operators in Bilateral Grand Lebesgue Spaces
2009/12/13 by Eugeny Ostrovsky, Ostrovsky, E., L. Sirota +3 · 4 citations
Mathematics · #Advanced Banach Space Theory #Advanced Harmonic Analysis Research #FOS: Mathematics #Functional Analysis (math.FA) #Holomorphic and Operator Theory #Primary 37B30
- Relations between exponential tails, moments and moment generating functions for random variables and vectors
2017/01/08 by Yuriy Kozachenko, E. Ostrovsky, Kozachenko, Yu. V. +3 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Functional Analysis (math.FA) #Mathematical Approximation and Integration #Probability and Risk Models
- A counterexample to a hypothesis of light tail of maximum distribution for continuous random processes with light finite-dimensional tails
2012/08/30 by E. Ostrovsky, L. Sirota, Ostrovsky, E. +1 · 2 citations
Mathematics · Decision Sciences · Economics, Econometrics and Finance · #Stochastic processes and statistical mechanics #Probability and Risk Models #Stochastic processes and financial applications