Measuring the magnitude of sums of independent random variables

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.

Also available at http://math.missouri.edu/~stephen/preprints/