Covariation inequality in Grand Lebesgue Spaces
Probability
2022-06-08 v1
Abstract
We represent in this preprint the exact estimate for covariation berween two random variables (r.v.), which are measurable relative the corresponding sigma-algebras through anyhow mixing coefficients. We associate a solution of this problem with fundamental function for correspondent rearrangement invariant spaces.
Keywords
Cite
@article{arxiv.2206.02822,
title = {Covariation inequality in Grand Lebesgue Spaces},
author = {E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:2206.02822},
year = {2022}
}