On the Divergence of a Certain Random Series
Koopmans, L. H. ; Martin, N. ; Pathak, P. K. ; Qualls, C.
Ann. Probab., Tome 2 (1974) no. 6, p. 546-550 / Harvested from Project Euclid
The divergence of the stochastic series $\sum^\infty_{n=1} S_n^+/n$ is investigated, where $S_n^+$ is the positive part of the sum of the first $n$ components of a sequence of independent, identically distributed random variables $\{X_i, i = 1,2, \cdots\}$. It is shown that if $P(X_1 = 0) \neq 1$ then either this series or the companion series $\sum^\infty_{n=1} S_n^-/n$ diverges almost surely. If $EX_1^2 < \infty$ and $EX_1 = 0$ then necessarily both of these series diverge. The method of proof also yields the almost sure divergence of $\sum^\infty_{n=1} S_n/n$. These results are extended to the series $\sum^\infty_{n=1} S_n^+/n^{1+p}$ for $0 \leqq p < \frac{1}{2}$ by a slightly different method of proof which does not, however, yield the divergence of $\sum^\infty_{n=1} S_n/n^{1+p}$.
Publié le : 1974-06-14
Classification:  Sums of independent identically distributed random,  divergence,  positive part,  trichtomy,  60G50,  60F05,  60F20
@article{1176996674,
     author = {Koopmans, L. H. and Martin, N. and Pathak, P. K. and Qualls, C.},
     title = {On the Divergence of a Certain Random Series},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 546-550},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996674}
}
Koopmans, L. H.; Martin, N.; Pathak, P. K.; Qualls, C. On the Divergence of a Certain Random Series. Ann. Probab., Tome 2 (1974) no. 6, pp.  546-550. http://gdmltest.u-ga.fr/item/1176996674/