Measuring the magnitude of sums of independent random variables
نویسندگان
چکیده
منابع مشابه
Measuring the magnitude of sums of independent random variables
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 Lévy property. We then give a connection between the tail distribution and the pth moment, and between the pth moment and the rearrangement invariant norms.
متن کامل9 S ep 1 99 9 Measuring the magnitude of sums of independent random variables
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 Lèvy property. We then give a connection between the tail distribution and the pth moment, and between the pth moment and the rearrangement invariant norms.
متن کاملEstimating Sums of Independent Random Variables
The paper deals with a problem proposed by Uriel Feige in 2005: if X1, . . . , Xn is a set of independent nonnegative random variables with expectations equal to 1, is it true that P ( ∑n i=1 Xi < n + 1) > 1 e ? He proved that P ( ∑n i=1Xi < n + 1) > 1 13 . In this paper we prove that infimum of the P ( ∑n i=1Xi < n + 1) can be achieved when all random variables have only two possible values, a...
متن کاملStrong Laws for Weighted Sums of Negative Dependent Random Variables
In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.
متن کاملOn the Number of Positive Sums of Independent Random Variables
2 . The invariance principle . We first prove the following : If the theorem can be established for one particular sequence of independent random variables Y1, Y2, . . . satisfying the conditions of the theorem then the conclusion of the theorem holds for all sequences of independent random variables which satisfy the conditions of the theorem . In other words, if the limiting distribution exis...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2001
ISSN: 0091-1798
DOI: 10.1214/aop/1008956339