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Inequalities for sums of independent random variables

Authors: N. L. Carothers and S. J. Dilworth
Journal: Proc. Amer. Math. Soc. 104 (1988), 221-226
MSC: Primary 60B11; Secondary 46E99, 46M35, 60G50
MathSciNet review: 958071
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Abstract: A moment inequality is proved for sums of independent random variables in the Lorentz spaces $ {L_{p,q}}$, thus extending an inequality of Rosenthal. The latter result is used in combination with a square function inequality to give a proof of a Banach space isomorphism theorem. Further moment inequalities are also proved.

References [Enhancements On Off] (What's this?)

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Keywords: Lorentz function spaces, sums of independent random variables, Lions-Peetre interpolation
Article copyright: © Copyright 1988 American Mathematical Society

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