Independent Random Variables in Lorentz Spaces |
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| Authors: | Braverman Michael |
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| Institution: | Department of Mathematics and Computer Sciences, Ben-Gurion University of the Negev P.O. Box 653, Beer-Sheva 84105, Israel |
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| Abstract: | We investigate random variables in Lorentz spaces Lp,q. Conditionson the characteristic function are obtained which imply thata random variable belongs to the Lorentz space. Using them,we prove some estimates for the Lp,q-norm of sums of independentrandom variables. Some of these estimates are new for the spacesLp. |
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