Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables

arXiv: Probability(2020)

Cited 24|Views2
No score
Abstract
We derive exponential bounds for the tail of the distribution of normalized sums of triangular arrays of random variables, not necessarily independent, under the law of ordinary logarithm. Furthermore, we provide estimates for partial sums of triangular arrays of independent random variables belonging to suitable grand Lebesgue spaces and having heavy-tailed distributions.
More
Translated text
Key words
array of random variables,tail function,law of iterated logarithm,law of ordinary logarithm,Cramer condition,Orlicz spaces,grand Lebesgue spaces,slowly and regularly varying functions
AI Read Science
Must-Reading Tree
Example
Generate MRT to find the research sequence of this paper
Chat Paper
Summary is being generated by the instructions you defined