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Divergence Criterion for a Class of Random Series Related to the Partial Sums of I.I.D. Random Variables

Authors :
Andrew Rosalsky
Michael J. Klass
Deli Li
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 $$q > 0$$ .

Details

ISSN :
15729230 and 08949840
Volume :
35
Database :
OpenAIRE
Journal :
Journal of Theoretical Probability
Accession number :
edsair.doi...........a49540c326f57ea101b5ebb7df5b546d