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Aug 26, 2014 at 10:52 comment added Ievgen By a class of random variables I mean a more or less wide family, something more ample than a class consisting e.g. only of random variables with "centered" exponential distribution. It would be ideal to have a characterization of such class in terms of something like the order of decay of $P\{|\xi|>x\}$ as $x \to \infty$.
Aug 26, 2014 at 9:07 comment added Douglas Zare What do you mean by a class of random variables? It seems easy to construct sets of examples.
Aug 26, 2014 at 7:40 history asked Ievgen CC BY-SA 3.0