Measuring the magnitude of sums of independent random variables

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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.
Also available at http://math.missouri.edu/~stephen/preprints/

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Probability, Functional Analysis, Primary 60G50, 60E15, 46E30; Secondary 46B09

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http://salesiana.dossiersoluciones.com/handle/123456789/79083

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/9909054
 http://arxiv.org/abs/math/9909054
 Annals of Probability, 29, (2001), 447-466.

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arXiv