Exceeding of partial sums of independent uniformly distributed real random variables with undefined mean (Q5952884)

Let \(\{X_n, n\geq 1\}\) be a sequence of independent and identically distributed nonnegative real-valued random variables. Let \(F\) be a strictly increasing function such that \(F(x)\to \infty\) as \(x\to\infty\). The author studies the convergence of the series \(\sum^\infty_{n=1} I(X_{n+1}> F(S_n))\) where \(I(A)\) denotes the indicator function of a set \(A\) and \(S_n= X_1+\cdots+ X_n\). In particular, for the function \(F(x)= cx\), \(c> 0\), it is shown that the above series converges almost surely if \(E(X_1)<\infty\) and diverges almost surely if \(E(X_1)= \infty\). He also derives a ``law of large numbers'' for some random walks with \(E(X_1)= \infty\).