pith. sign in

arxiv: math/9909054 · v1 · submitted 1999-09-09 · 🧮 math.PR · math.FA

Measuring the magnitude of sums of independent random variables

classification 🧮 math.PR math.FA
keywords distributiongiveindependentmagnitudemomentrandomtailvariables
0
0 comments X
read the original 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.