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A Supplement to the Baum-Katz-Spitzer Complete Convergence Theorem

A Supplement to the Baum-Katz-Spitzer Complete Convergence Theorem
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摘要 Let {X, Xn; n≥ 1} be a sequence of i.i.d. Banach space valued random variables and let {an; n ≥ 1} be a sequence of positive constants such thatan↑∞ and 1〈 lim inf n→∞ a2n/an≤lim sup n→∞ a2n/an〈∞Set Sn=∑i=1^n Xi,n≥1.In this paper we prove that∑n≥1 1/n P(||Sn||≥εan)〈∞ for all ε〉0if and only if lim n→∞ Sn/an=0 a.s. This result generalizes the Baum-Katz-Spitzer complete convergence theorem. Combining our result and a corollary of Einmahl and Li, we solve a conjecture posed by Gut. Let {X, Xn; n≥ 1} be a sequence of i.i.d. Banach space valued random variables and let {an; n ≥ 1} be a sequence of positive constants such thatan↑∞ and 1〈 lim inf n→∞ a2n/an≤lim sup n→∞ a2n/an〈∞Set Sn=∑i=1^n Xi,n≥1.In this paper we prove that∑n≥1 1/n P(||Sn||≥εan)〈∞ for all ε〉0if and only if lim n→∞ Sn/an=0 a.s. This result generalizes the Baum-Katz-Spitzer complete convergence theorem. Combining our result and a corollary of Einmahl and Li, we solve a conjecture posed by Gut.
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2007年第3期557-562,共6页 数学学报(英文版)
基金 a grant from the Natural Sciences and Engineering Research Council of Canada
关键词 partial sums of i.i.d. Banach space valued random variables Baum-Katz-Spitzer complete convergence theorem almost sure convergence partial sums of i.i.d. Banach space valued random variables, Baum-Katz-Spitzer complete convergence theorem, almost sure convergence
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参考文献9

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