Measuring the magnitude of sums of independent random variables

dc.contributor.author	Montgomery-Smith, Stephen, 1963-	eng
dc.contributor.author	Hitczenko, Paweł	eng
dc.date.issued	2011	eng
dc.description	The final version of this paper appears in: "Annals of Probability" 29 (2001): 447-466. Print.	eng
dc.description.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.	eng
dc.identifier.uri	http://hdl.handle.net/10355/9723	eng
dc.relation.ispartof	Mathematics publications (MU)	eng
dc.relation.ispartofcommunity	University of Missouri-Columbia. College of Arts and Sciences. Department of Mathematics	eng
dc.subject	Hoffmann-Jorgensen/Klass-Nowicki inequality	eng
dc.subject	Levy property	eng
dc.subject	Rearrangement invariant space	eng
dc.title	Measuring the magnitude of sums of independent random variables	eng
dc.type	Preprint	eng

Mathematics publications (MU)
The items in this collection are the scholarly output of the faculty, staff, and students of the Department of Mathematics.