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arXiv · 1701.01901

Relations between exponential tails, moments and moment generating functions for random variables and vectors

Yu. V. Kozachenko·E. Ostrovsky·L. Sirota
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Abstract

We offer in this paper the non-asymptotical pairwise bilateral exact up to multiplicative constants interrelations between exponential decreasing tail behavior, moments (Grand Lebesgue Spaces) norm and moment generating functions norm for random variables and vectors (r.v.).

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Yu. V. Kozachenko, E. Ostrovsky, L. Sirota. 2017-01-08. Relations between exponential tails, moments and moment generating functions for random variables and vectors. https://arxiv.org/abs/1701.01901

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