Covariation inequality in Grand Lebesgue Spaces

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Publication:6401283

arXiv2206.02822MaRDI QIDQ6401283FDOQ6401283


Authors: Eugeny Ostrovsky, Leonid Sirota Edit this on Wikidata


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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