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Divergence Criterion for a Class of Random Series Related to the Partial Sums of I.I.D. Random Variables
- Source :
- Journal of Theoretical Probability. 35:1556-1573
- Publication Year :
- 2021
- Publisher :
- Springer Science and Business Media LLC, 2021.
-
Abstract
- Let $$ \{X, X_{n};~n \ge 1 \}$$ be a sequence of independent and identically distributed Banach space valued random variables. This paper is devoted to providing a divergence criterion for a class of random series of the form $$\sum _{n=1}^{\infty } f_{n}\left( \left\| S_{n} \right\| \right) $$ where $$S_{n} = X_{1} + \cdots + X_{n}, ~n \ge 1$$ and $$\left\{ f_{n}(\cdot ); n \ge 1 \right\} $$ is a sequence of nonnegative nondecreasing functions defined on $$[0, \infty )$$ . More specifically, it is shown that (i) the above random series diverges almost surely if $$\sum _{n=1}^{\infty } f_{n} \left( cn^{1/2} \right) = \infty $$ for some $$c > 0$$ and (ii) the above random series converges almost surely if $$\sum _{n=1}^{\infty } f_{n} \left( cn^{1/2} \right) < \infty $$ for some $$c > 0$$ provided additional conditions are imposed involving X, the sequences $$\left\{ S_{n};~n \ge 1 \right\} $$ and $$\left\{ f_{n}(\cdot ); n \ge 1 \right\} $$ , and c. A special case of this criterion is a divergence/convergence criterion for the random series $$\sum _{n=1}^{\infty } a_{n} \left\| S_{n} \right\| ^{q}$$ based on the series $$\sum _{n=1}^{\infty } a_{n} n^{q/2}$$ where $$\left\{ a_{n};~n \ge 1 \right\} $$ is a sequence of nonnegative numbers and $$q > 0$$ .
- Subjects :
- Statistics and Probability
Independent and identically distributed random variables
Class (set theory)
Series (mathematics)
General Mathematics
010102 general mathematics
Banach space
Random series
16. Peace & justice
01 natural sciences
Divergence
Combinatorics
010104 statistics & probability
Almost surely
0101 mathematics
Statistics, Probability and Uncertainty
Random variable
Mathematics
Subjects
Details
- ISSN :
- 15729230 and 08949840
- Volume :
- 35
- Database :
- OpenAIRE
- Journal :
- Journal of Theoretical Probability
- Accession number :
- edsair.doi...........a49540c326f57ea101b5ebb7df5b546d