Pawel Hitczenko and Stephen Montgomery-Smith, A note on sums of independent random variables.
Advances in Stochastic Inequalities, Ed.: T. Hill and C. Houdre, Contemporary Mathematics 234, A.M.S., Providence R.I., 1999.
In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Latala on bounds of moments of such sums. We also give a new proof of Latala's result for nonnegative random variables, and improve one of the constants in his inequality.
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The tex file also requires ams-p.sty, ams-spec.sty and conm-p.sty.)
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