On the convergence of some random series (Q1092508)

Considered are sequences of non-negative numbers \(a_ n\) \((a_ n>0\) infinitely often) and partial sums \(\sum^{n}_{1}X_ i=S_ n\) of independent random elements \(X_ i\) with values in a separable Banach space. Using a lemma of \textit{A. I. Martikajnen} [Teor. Veroyatn. Primen. 30, No.1, 10-18 (1985; Zbl 0579.60037)], the author obtains the following lemmas: (1) If one of the \(X_ i\) is non-degenerate and \(\sum a_ nS_ n\) converges a.s., then \(\sum a_ n\) is convergent. (2) If \(\sum a_ n\) is convergent and \(\sum a_ nS_ n\) converges a.s., then there exists a sequence of real numbers \(c_ n\) such that \(\lim_{n\to \infty}(S_ n-c_ n)\sum_{t>n}a_ i=0.\) From these lemmas different necessary and sufficient criterions are obtained.