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.

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

Formica M. R.;
2020-01-01

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.
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11367/87007
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 5
  • ???jsp.display-item.citation.isi??? 5
social impact