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.
基金
a grant from the Natural Sciences and Engineering Research Council of Canada