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Independent Random Variables in Lorentz Spaces
Author(s) -
Braverman Michael
Publication year - 1996
Publication title -
bulletin of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.396
H-Index - 48
eISSN - 1469-2120
pISSN - 0024-6093
DOI - 10.1112/blms/28.1.79
Subject(s) - mathematics , lorentz transformation , random variable , lorentz space , lp space , norm (philosophy) , space (punctuation) , pure mathematics , mathematical analysis , statistics , banach space , physics , quantum mechanics , linguistics , philosophy , political science , law
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 for the spaces L p .
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