Inequalities for Sums of Independent Random Variables

DOI10.2307/2047490zbMath0685.46015OpenAlexW4250506955MaRDI QIDQ4735625

Stephen Dilworth, Neal L. Carothers

Publication date: 1988

Full work available at URL: https://doi.org/10.2307/2047490

zbMATH Keywords

moment inequalityinequality of Rosenthalsums of independent random variables in the Lorentz spaces

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Classical Banach spaces in the general theory (46B25) Probability theory on linear topological spaces (60B11)

Related Items (16)

Measuring the magnitude of sums of independent random variables ⋮ \(\Phi\)-moment inequalities for independent and freely independent random variables ⋮ On Rosenthal's inequality and rearrangement invariant spaces ⋮ Johnson-Schechtman inequalities for noncommutative martingales ⋮ Some Banach space embeddings of classical function spaces ⋮ Rademacher series and isomorphisms of rearrangement invariant spaces on the finite interval and on the semi-axis ⋮ \(L_{p,q }\)-norm estimates associated with Burkholder's inequalities ⋮ On lattice properties of the Lorentz spaces \(L_{p,q}\) ⋮ Inequalities for sums of independent random variables in Lorentz spaces ⋮ Exponential probabilistic inequalities ⋮ Rosenthal’s inequalities: ${\Delta }$-norms and quasi-Banach symmetric sequence spaces ⋮ Burkholder’s inequalities in noncommutative Lorentz spaces ⋮ Symmetric quasi-norms of sums of independent random variables in symmetric function spaces with the Kruglov property ⋮ Series of independent random variables in rearrangement invariant spaces: an operator approach ⋮ Equidistributed random variables in \(L_{p,q}\) ⋮ Rearrangement invariant norms of symmetric sequence norms of independent sequences of random variables

Cites Work

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• Sums of independent random variables in rearrangement invariant function spaces
• Interpolation of intersections of \(L_ p\) spaces
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Symmetric structures in Banach spaces
• Interpolation of Quasi-Normed Spaces.
• Topics in Harmonic Analysis Related to the Littlewood-Paley Theory. (AM-63)

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