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:
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