The almost sure behavior of a random sequence
For a sequence of r.v.'s \(Y_1,Y_2,\dots\) set \(f_n(t)=Ee^{itY_n}\) where \(t\in\mathbb{R}\), \(n\in\mathbb{N}\). Set \(\Psi_c=\{\psi: \mathbb{N}\to\mathbb{R}_+\), \(\psi\) is non-decreasing on \([n_0,\infty)\) for some \(n_0=n_0(\psi)\) and \(\sum_n1/ (n\psi (n)) <\infty\}\). Let \(\{g(n), n\in\mathbb{N}\}\) be a sequence of positive numbers. If for a given \(\psi\in\Psi_c\) and any \(C>0\) there exists \(K>0\) s.t. for all \(n\) large enough \[ \int_{| t|\leq cng(n) \psi(n)} | f_n(t)| dt\leq Kg(n),\tag{*} \] then \(\lim_{n\to \infty} ng(n)\psi (n)| Y_n|= \infty\) a.s. This is a refinement of several previous results by the author as well as by \textit{K. L. Chung} and \textit{P. Erdős} [Ann. Math., Princeton, II. Ser. 48, 1003-1013 (1947; Zbl 0029.15202)] where \(Y_n\) denotes the partial sum of i.i.d. r.v.'s satisfying some additional conditions. Variants of the condition (*) involving the integral of \(| f_n(t)|\) are also discussed.
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