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Preprint
Measuring the magnitude of sums of independent random variables
09 Sep 1999
Abstract
Annals of Probability, 29, (2001), 447-466. This paper considers how to measure the magnitude of the sum of independent
random variables in several ways. We give a formula for the tail distribution
for sequences that satisfy the so called Levy property. We then give a
connection between the tail distribution and the pth moment, and between the
pth moment and the rearrangement invariant norms.
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Details
- Title
- Measuring the magnitude of sums of independent random variables
- Creators
- Pawel HitczenkoStephen Montgomery-Smith
- Resource Type
- Preprint
- Language
- English
- Academic Unit
- Mathematics
- Other Identifier
- 991020531973004721