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L. Sirota

Publications and source records attributed to L. Sirota.

131 records · Page 8Linked to original sources

Schlomilch and Bell Series for Bessel's Functions, with Probabilistic Applications

We have introduced and investigated so-called Shlomilchs and Bells series for modified Bessel's functions, namely, their asymptotic and non-asymptotic properties, connection with Stirling's and Bell's numbers etc. We have obtained exact constants in the moment inequalities for sums of centered independent random variables, improved their asymptotical properties, found lower and upper bounds, calculated a more exact approximation, elaborated the numerical algorithm for their calculation, studied the class of smoothing, etc.

math.CV↗

Exponential Bounds in the Law of Iterated Logarithm for Martingales

In this paper non-asymptotic exponential estimates are derived for tail of maximum martingale distribution by naturally norming in the spirit of the classical Law of Iterated Logarithm. Key words: Martingales, exponential estimations, moment, Banach spaces of random variables, tail of distribution, conditional expectation.

math.PR↗