Independent random variables in Lorentz spaces

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10 Scopus citations


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 languageEnglish
Pages (from-to)79-87
Number of pages9
JournalBulletin of the London Mathematical Society
Issue number1
StatePublished - 1 Jan 1996

ASJC Scopus subject areas

  • General Mathematics


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