Independent random variables in Lorentz spaces

Michael Braverman

doi:10.1112/blms/28.1.79

Independent random variables in Lorentz spaces

Michael Braverman

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

13 Scopus citations

Abstract

We investigate random variables in Lorentz spaces L_{p, 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 L_{p, q}-norm of sums of independent random variables. Some of these estimates are new tor the spaces L_p.

Original language	English
Pages (from-to)	79-87
Number of pages	9
Journal	Bulletin of the London Mathematical Society
Volume	28
Issue number	1
DOIs	https://doi.org/10.1112/blms/28.1.79
State	Published - 1 Jan 1996

ASJC Scopus subject areas

General Mathematics

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AB - 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.

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Independent random variables in Lorentz spaces

Abstract

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