A supplement to the Baum-Katz-Spitzer complete convergence theorem (Q884932): Difference between revisions

Let \(\{X,X_n;n\geq 1\}\) be a sequence of i.i.d. Banach space valued random variables and \((a_n)\) an increasing sequence of positive numbers such that \(a_{2n}/a_n\) is bounded away from 1 and infinity. It is proved that \(\sum_n P(\| S_n\|\geq\varepsilon a_n)/n< \infty\) for all \(\varepsilon> 0\) is equivalent to \(S_n/a_n\to 0\) almost surely, where \(S_n= X_1+\cdots + X_n\). This result is an interesting generalization of the Baum-Katz-Spitzer complete convergence theorem concerning the case \(a_n= n^{1/p}\). Combining this new result with the recent LIL of \textit{U. Einmahl} and \textit{D. Li} [Ann. Probab. 33, No. 4, 1601--1624 (2005; Zbl 1078.60021)] a conjecture posed by Gut stating that \(EX_1= 0\) and \(EX_1^2/(\log(e+ |X_1|))^b<\infty\) for some \(b\in (0,1)\) imply \(\sum_n P(|S_n|> \varepsilon\sqrt{n\log n})< \infty\) for all \(\varepsilon> 0\) is solved.