Measuring the magnitude of sums of independent random variables

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Measuring the magnitude of sums of independent random variables

Please use this identifier to cite or link to this item: http://hdl.handle.net/10355/9723

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Title: Measuring the magnitude of sums of independent random variables
Author: Montgomery-Smith, Stephen, 1963-; Hitczenko, Paweł
Keywords: Hoffmann-Jorgensen/Klass-Nowicki inequality
Levy property
Rearrangement invariant space
Date: 2011-01-26
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 Lévy property. We then give a connection between the tail distribution and the pth moment, and between the pth moment and the rearrangement invariant norms.
URI: http://hdl.handle.net/10355/9723

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  • Mathematics publications (MU) [119]
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