Measuring the magnitude of sums of independent random variables

Details Measuring the magnitude of sums of independent random variables Measuring the magnitude of sums of independent random variables

1999-09-09

arxiv.org/abs/math/9909054v1

Annals of Probability, 29, (2001), 447-466.

Mathematics

Probability

Also available at http://math.missouri.edu/~stephen/preprints/

Scientific paper

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.

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