Vector rearrangement invariant banach spaces of random variables with exponential decreasing tails of distributions

2015/10/14 by E. Ostrovsky, Eugeny Ostrovsky, Ostrovsky, E. +2 · 3 citations
Decision Sciences · Mathematics · #Advanced Banach Space Theory #Advanced Harmonic Analysis Research #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #math.PR

paper · pdf · doi:10.48550/arxiv.1510.04182

arxiv created 2015/10/14 · openalex publication_date 2015/10/14 · arxiv updated 2015/10/15 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

We present in this paper the theory of multivariate Banach spaces of random variables with exponential decreasing tails of distributions.

Citations

• Entropy, subentropy and the elementary symmetric functions

Cited by

• Bilateral tail estimate for distribution of self normalizes sums of independent centered random variables under natural norming
• Non-asymptotical sharp exponential estimates for maximum distribution of discontinuous random fields
• Banach spaces characterization of random vectors with exponential decreasing tails of distribution

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