Measuring the magnitude of sums of independent random variables

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dc.creatorHitczenko, Pawel
dc.creatorMontgomery-Smith, Stephen
dc.date1999-09-09
dc.date.accessioned2026-07-07T05:30:43Z
dc.date.available2026-07-07T05:30:43Z
dc.descriptionThis 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.
dc.descriptionAlso available at http://math.missouri.edu/~stephen/preprints/
dc.identifierhttps://arxiv.org/abs/math/9909054
dc.identifierhttp://arxiv.org/abs/math/9909054
dc.identifierAnnals of Probability, 29, (2001), 447-466.
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/79083
dc.subjectProbability
dc.subjectFunctional Analysis
dc.subjectPrimary 60G50, 60E15, 46E30; Secondary 46B09
dc.titleMeasuring the magnitude of sums of independent random variables
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