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Divergence Criterion for a Class of Random Series Related to the Partial Sums of I.I.D. Random Variables
Journal of Theoretical Probability ( IF 0.8 ) Pub Date : 2021-05-04 , DOI: 10.1007/s10959-021-01101-9
Michael J. Klass , Deli Li , Andrew Rosalsky

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 \(q > 0\).



中文翻译:

与IID随机变量的部分和有关的一类随机序列的散度判据

\(\ {X,X_ {n};〜n \ ge 1 \} \)是一系列独立且分布均匀的Banach空间值随机变量。本文致力于为形式为\(\ sum _ {n = 1} ^ {\ infty} f_ {n} \ left(\ left \ | S_ {n} \ right \ | \ right)\)其中\(S_ {n} = X_ {1} + \ cdots + X_ {n},〜n \ ge 1 \)\(\ left \ {f_ {n}(\ cdot) ; n \ ge 1 \ right \} \)是在\([0,\ infty)\)上定义的一系列非负非递减函数。更具体地,示出了:(i)如果\(\ sum _ {n = 1} ^ {\ infty} f_ {n} \ left(cn ^ {1/2} \ right)几乎可以肯定地发散。= \ infty \)对于某些\(c> 0 \)(ⅱ)上述的随机系列几乎确定收敛如果\(\总和_ {N = 1} ^ {\ infty} F_ {N} \左(CN ^ {1/2} \右)<\ infty \)为某些\(c> 0 \)会提供附加条件,涉及X,序列\(\ left \ {S_ {n};〜n \ ge 1 \ right \} \)\(\ left \ {f_ {n }(\ cdot); n \ ge 1 \ right \} \)c。此准则的一个特例是随机序列\(\ sum _ {n = 1} ^ {\ infty} a_ {n} \ left \ | S_ {n} \ right \ | ^ {q } \)基于\(\ sum _ {n = 1} ^ {\ infty} a_ {n} n ^ {q / 2} \)系列,其中\(\ left \ {a_ {n};〜n \ ge 1 \ right \} \)是一个非负数和\(q> 0 \)的序列。

更新日期:2021-05-05
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