## Measuring the magnitude of sums of independent random variables

Montgomery-Smith, Stephen, 1963-

Hitczenko, Paweł

##### 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.

##### Part of

Mathematics publications (MU)