Abstract
We investigate random variables in Lorentz spaces Lp, q. Conditions on the characteristic function are obtained which imply that a random variable belongs to the Lorentz space. Using them, we prove some estimates for the Lp, q-norm of sums of independent random variables. Some of these estimates are new tor the spaces Lp.
Original language | English |
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Pages (from-to) | 79-87 |
Number of pages | 9 |
Journal | Bulletin of the London Mathematical Society |
Volume | 28 |
Issue number | 1 |
DOIs | |
State | Published - 1 Jan 1996 |
ASJC Scopus subject areas
- General Mathematics