Measuring the magnitude of sums of independent random variables
Probability
2007-05-23 v1 Functional Analysis
Abstract
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.
Keywords
Cite
@article{arxiv.math/9909054,
title = {Measuring the magnitude of sums of independent random variables},
author = {Pawel Hitczenko and Stephen Montgomery-Smith},
journal= {arXiv preprint arXiv:math/9909054},
year = {2007}
}
Comments
Also available at http://math.missouri.edu/~stephen/preprints/