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arXiv:math/9909054 [math.PR]AbstractReferencesReviewsResources

Measuring the magnitude of sums of independent random variables

Pawel Hitczenko, Stephen Montgomery-Smith

Published 1999-09-09Version 1

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 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.

Comments: Also available at http://math.missouri.edu/~stephen/preprints/
Journal: Annals of Probability, 29, (2001), 447-466.
Categories: math.PR, math.FA
Subjects: 60G50, 60E15, 46E30, 46B09
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