{
  "id": "math/9909054",
  "version": "v1",
  "published": "1999-09-09T20:22:43.000Z",
  "updated": "1999-09-09T20:22:43.000Z",
  "title": "Measuring the magnitude of sums of independent random variables",
  "authors": [
    "Pawel Hitczenko",
    "Stephen Montgomery-Smith"
  ],
  "comment": "Also available at http://math.missouri.edu/~stephen/preprints/",
  "journal": "Annals of Probability, 29, (2001), 447-466.",
  "categories": [
    "math.PR",
    "math.FA"
  ],
  "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 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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "1999-09-09T20:22:43.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G50",
      "60E15",
      "46E30",
      "46B09"
    ],
    "keywords": [
      "independent random variables",
      "tail distribution",
      "pth moment",
      "rearrangement invariant norms",
      "levy property"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "1999math......9054H"
    }
  }
}