A series criterion for moving maxima (Q2368166)

Let \(U_ 1\), \(U_ 2,\dots\) be independent r.v.'s distributed uniformly on [0,1] and let \(M_ n=\max\{U_ i:n-a_ n<i \leq n\}\), where \(1 \leq a_ n \leq n\). The r.v.'s \(M_ n\) may be interpreted as moving maxima of magnitudes of units entering a system, with units eventually vanishing in the order that they enter. Theorem 1 gives a series criterion for real numbers \(0 \leq \mu_ n \leq 1\) to be the lower class sequence for \(\{M_ n\}\). Namely, let \(a:[0,\infty) \to[1,\infty)\) be a continuous and increasing function, such that \(x/a(x) \uparrow \infty\) and \((1/a(x)) \int^ x_ 0 {dt \over a(t)} \downarrow 0\). Suppose \(a(n)/c \leq a_ n \leq ca(n)\) for some \(c>1\), \(\mu_ n\) is nondecreasing and \((\mu_ n)^{a_ n}\) is nonincreasing. Then \[ P[M_ n<\mu_ n \text{ i.o.} ]=\begin{cases} 1 \text{ if } \sum_ n(\mu_ n)^{a_ n}h(n)=\infty, \\ 0 \text{ if } \sum_ n(\mu_ n)^{a_ n}h(n)<\infty \text{ and } \sup_ n(a_{n+1}-a_ n)<\infty. \end{cases} \] Theorem 2 asserts that the set of limit points of \(\{M_ n\}\) is equal to \([\gamma^*,1]\), where \(\gamma^*\) is the infimum of all positive numbers \(\gamma\) satisfying \(\sum_ n\gamma^{a_ n}=\infty\).