Measuring the magnitude of sums of independent random variables

• 成果类型: Article
• 署名作者: Hitczenko, P; Montgomery-Smith, S
• 署名单位: Drexel University; University of Missouri System; University of Missouri Columbia
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 2001
• 页码: 447-466
• 关键词: moment inequalities; SPACES; DOMINATION

摘要

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.