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    Measuring the magnitude of sums of independent random variables

    Montgomery-Smith, Stephen, 1963-
    Hitczenko, Paweł
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    [PDF] MeasuringMagnitudeSums.pdf (199.2Kb)
    Date
    2011
    Format
    Preprint
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    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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