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We offer in this short report the so-called adaptive functional smoothness estimation in the Hilbert space norm sense in the three classical problems of non-parametrical statistic: regression, density and spectral (density) function measurement (estimation).

We study moment rearrangement invariant spaces, which contain as particular cases the generalized Grand Lebesgue Spaces, and provide norm estimates for some operators, not necessarily linear, acting between some measurable rearrangement invariant spaces. The estimations are formulated in the terms of fundamental functions for these spaces.

We find the exponential exact two-terms non-asymptotic expression for the maximum and minimum distribution of a non-Gaussian, in general case, random vector.

We establish the one-to one bilateral interrelations between an asymptotic behavior for the tail of distributions for random variables and its great moments evaluation. Our results generalize the famous Richter's ones.

We derive in this short report the exponential as well as power decreasing tail estimations for the sums of centered exchangeable random variables, alike ones for the sums of the centered independent ones.

We deduce an extension theorem for the so-called Sobolev-Grand Lebesgue Spaces defined on the suitable subsets of the whole finite-dimensional Euclidean space, and estimate the norms of correspondent extension operator, which may be choosed as linear.

We will prove that by averaging of random variables (r.v.) and random fields (r.f.) its tails of distributions do not increase in comparison with the tails of source variables, essentially or almost exact, under very weak conditions.

We derive the tail inequalities between two random variables starting from inequalities between its moment, or more generally between its Lebesgue-Riesz norms, which holds true on certain sets of parameters. We consider some applications into the martingale theory.

We extend the classical Hardy-Sobolev-Poincare-Wirtinger inequalities from the ordinary Lebesgue-Riesz spaces into the Grand Lebesgue ones, with exact constants evaluation.

We deduce in this short report the non-asymptotic for exponential tail of distribution for sums of independent centered random variables., Comment: arXiv admin note: substantial text overlap with arXiv:2206.01172, arXiv:1809.04719

We modify the classical Bernstein's inequality for the sums of independent centered random variables (r.v.) in the terms of relative tails or moments. We built also some examples in order to show the exactness of offered results., Comment: arXiv admin note: text overlap with arXiv:1809.04719

We generalize a famous tail Doob's inequality, relative two non-negative random variables, arising in the martingale theory, in two directions: on the more general source data and on the random variables belonging to the so-called Grand Lebesgue Spaces. We bring also several examples in each sections in order to show the exactness of our estimates., Comment: arXiv admin note: text overlap with arXiv:2206.00537

We study in this short report the boundedness of classical non-linear operators: Nemytskii, Urysohn, Hammerstein acting from one Grand Lebesgue Space to another one, and deduce some its upper norm estimates. We bring also some examples to illustrate the exactness of our estimates.

We establish the bilateral exact reciprocal interrelations between a tail behavior of a measurable functions and its norm in the suitable Grand Lebesgue Space (GLS) as well as Orlicz one, builded over the set with infinite measure. We bring also some examples in order to illustrate the exactness of offered estimates.

We derive bilateral estimates for the constants appearing in the Fourier transform restricted theorems on the Euclidean sphere for the ordinary and especially radial functions belonging to the Lebesgue-Riesz spaces as well as belonging to the Grand Lebesgue Spaces. We obtain an exact estimate for the norm of the restriction Fourier transform operator acting on the radial functions.

We study the random variables (r.v.) with values in the so-called mixed (anisotropic) Lebesgue-Riesz spaces: formulate the sufficient conditions for belonging of the r.v. to these spaces, estimate the tail of norms distribution, especially deduce the exponential decreasing tails of them, etc. We obtain as a consequence the estimations of the norms of random integral operators acting between these spaces.

We derive the sharp non-asymptotical uniform estimations for tails of distributions for classical normed sums of centered normed independent random vectors having a moderate decreasing individual tails of summands.

We derive a sharp Grand Lebesgue Space norm estimations for normalized eigen functions for the Laplace-Beltrami operator defined on the compact smooth Riemann manifold. These estimates allow us to deduce in particular the exponential decreasing tail of distribution for these eigen functions.

We deduce bilateral interrelations between Fourier coefficients for lacunar trigonometric series and modulus of their continuity. We obtain also as an application some conditions for continuity and discontinuity for Gaussian periodic stationary random centered processes.

We derive the exponential as well as power decreasing tail estimations for normed sums of centered independent identical distributed (or not) random variables on the Khintchine's form. We consider arbitrary, in particular, non-Rademacher's variables and not only Lebesgue-Riesz rearrangement invariant norms for the random variables. We intend to calculate the value of correspondent limit.

We investigate the famous Tchentzov's projection density statistical estimation in order to deduce the exponential decreasing tail of distribution for the natural normalized deviation. We modify these estimations assuming the square integrability of estimated function, to make it recursive form, which is more convenient for applications, however they have at the same speed of convergence as the for the classical ones in the composite Hilbert space norm.

We derive in the closed and unimprovable form the bilateral non-asymptotic relations between growth of entire functions and decay rate at infinity of its Taylor coefficients. We investigate the functions of one as well as of several complex variables. We will apply the convex analysis: Young-Fenchel (Legendre) transform, Young inequality, saddle-point method etc.

We derive the non-improvable Grand Lebesgue Space norm estimations for multivariate and multidimensional operator of infimal convolution.

We derive the exponential non improvable Grand Lebesgue Space norm decreasing estimations for tail of distribution for exact normed deviation for the famous recursive Wolverton-Wagner multivariate statistical density estimation. We consider pointwise as well as Lebesgue-Riesz norm error of statistical density of measurement.

We introduce and evaluate the degree of convexity of an unit ball, so-called, characteristic of convexity (COC) for the Grand Lebesgue Spaces, (GLS), which is a slight analog of the classical notion of the modulus of convexity (MOC).

We offer in this short report a simple Monte-Carlo method for solving a well-posed non-linear integral equations of second Fredholm's and Volterra's type and built a confidence region for solution in an uniform norm, applying the grounded Central Limit Theorem in the Banach space of continuous functions. We prove that the rate of convergence our method coincides with the classical one

We derive the optimal signed variable in general case kernels for the classical statistic density estimation, which are some generalization of the famous Epanechnikov's ones.

We prove in this short report the existence of a fundamental solution (F.S.) for the Cauchy initial boundary problem on the whole space for the parabolic differential equation having at origin the point of non-integrable unbounded discontinuity for coefficient before a first order derivative. We give also the non-asymptotic rapidly decreasing at infinity estimate for these function. We extend the classical parametrix method offered by E.E.Levi.

We introduce a so-called restricted, in particular, discrete version of (Banach) Grand Lebesgue Spaces (GLS), investigate its properties and derive the conditions of coincidence with the classical ones. We show also that these spaces forms also a Banach algebra relative the convolution operation on the unimodular local compact topological group equipped with Haar's measure, alike in the complete GLS case.

We deduce sufficient conditions for the Central Limit Theorem (CLT) in the Lebesgue-Riesz space L(p) defined on some measure space for the sequence of centered random variables satisfying the strong mixing (Rosenblatt) condition. We investigate the asymptotical as well as non-asymptotical approach.

We compute the K-functional related to some couple of spaces as small or classical Lebesgue space or Lorentz-Marcinkiewicz spaces completing the results of the previous works of the authors. This computation allows to determine the interpolation space in the sense of Peetre for such couple. It happens that the result is always a G-gamma space, since this last space covers many spaces. The motivations of such study are various, among them we wish to obtain a regularity estimate for the so called very weak solution of linear equation in a domain Omega with data in the space of the integrable function with respect to the distance function to the boundary of Omega., Comment: There was a mistake in the computation of the interpolation space between the Lorentz-Marcinkiewicz space L^2,\infty and the small Lebesgue space L^(2