Almost sure convergence of weighted partial sums (Q1878572)

The principal result of the paper, Theorem 1, extends the sufficient conditions of a.s. convergence to \(0\) of logarithmic averages \((\log n)^{-1}\sum_{k=1}^n k^{-1}\xi_k\) obtained by \textit{T. F. Móri} [Ann. Univ. Sci. Budap. Rolando Eőtvős, Sect. Math. 36, 35--46 (1993; Zbl 0791.60020)]. Now the main requirement on random variables \(E(\xi_i \xi_j)\leq h(j/i)\), involving a positive non-increasing function \(h(x)\), \(x>1\), with a certain integrability property at infinity, holds for any \(i\) strictly less than \(j\). Dropping the uniform boundedness of \(E\xi_k^2\) is possible under the additional assumptions that \(\sum_{k=1}^{\infty} k^{-2} E\xi_k^2<\infty\) and \(\int_0^1 h(z+1) | \log z| ^{2(1+\varepsilon)}\,dz<\infty\) for some \(\varepsilon>0\). Whence \(h\) need not be essentially bounded in the neighbourhood of \(1\). By a nice adaptation of their proof the authors obtain Theorem 2 guaranteeing the a.s. convergence to zero for a class of more general weighted averages \(B(n)^{-1}\sum_{k=1}^n w_k \xi_k\) with \(B(n)=\sum_{k=1}^n w_k\). Moreover, an a.s. local limit theorem due to \textit{E. Csáki, A. Földes} and \textit{P. Révész} [Probab. Theory Relat. Fields 97, 321--337 (1993; Zbl 0792.60028)] is slightly improved.