Covariation inequality in Grand Lebesgue Spaces
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Publication:6401283
arXiv2206.02822MaRDI QIDQ6401283FDOQ6401283
Authors: Eugeny Ostrovsky, Leonid Sirota
Publication date: 6 June 2022
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.
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