The minimal growth rate of partial maxima (Q791985)

Let \(X_ 1,X_ 2,..\). be i.i.d. random variables and let \(M_ n=\max \{X_ j;1\leq j\leq n\}\). For each real sequence \(\{b_ n\}\), a sequence \(\{b^*_ k\}\) and a sequence of integers \(\{n_ k\}\) are explicitly constructed in such a way that (*) \(P(M_ n\leq b_ n i.o.)=1\) if \(\sum_{k\geq 1}P(M_{n_ k}\leq b^*_ k)=\infty\), and \(=0\) if \(\sum_{k\geq 1}P(M_{n_ k}\leq b^*_ k)<\infty.\) Theorem 1. Let \(b_ n<b_{n+1}\), and assume that \(P(X_ 1>b_ n)\to O\) and \(P(M_ n\leq b_ n)\to 0\). Take any reals \(0<\lambda_*\leq \lambda^*<1\). Construct \(1\leq n_ 1<n_ 2<..\). such that \(p_{kj}:=P(M_{n_ k}\leq b_{n_ k}| M_{n_ k}\leq b_ j)\leq \lambda^*\) for \(j\geq n_{k+1}\) and \(p_{kj}\geq \lambda_*\) for \(j<n_{n+1}\). Then (*) is valid with \(b^*_ k=b_{n_ k}\). Theorems 2-4 give other conditions for (*) to be valid.