On equitable ratios of Dubins-Freedman type (Q1962141)

Let \(\{X_k,k\geq 1\}\) be non-negative random variables adapted to the increasing sequence of \(\sigma\)-fields \(\{F_k,k\geq 0\}\), where \({\mathcal F}_0\) is trivial. Assume \(0<EX_k<\infty\) for all \(k\), and let us put \(p_k=E (X_k\mid {\mathcal F}_{k-1})\). The author presents some generalizations of the strong law of large numbers for \(X_k\), \(k\geq 1\). The main results are as follows: Theorem 1. Suppose there exists \(s\), \(1<s\leq 2\), and a constant \(C\) independent of \(k\), such that, for all \(k\), \(E(X^s_k\mid {\mathcal F}_{k-1})\leq Cp_k\) a.s., then \[ \lim (X_1+ \cdots+ X_k)/(p_1+ \cdots+p_n)= 1\text{ a.s.}\tag{*} \] on the set \(\Lambda =\{\sum p_k\) diverges\}. Theorem 2. If there exists \(s\), \(1<s\leq 2\), such that \(\sum(EX^s_k/k^2) <\infty\), then (*) holds on the set \(\Lambda_1= \{\liminf_{n \to \infty}(p_1+ \cdots+ p_n)/n>0\}\).