Measuring the magnitude of sums of independent random variables
classification
🧮 math.PR
math.FA
keywords
distributiongiveindependentmagnitudemomentrandomtailvariables
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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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