A note on Spătaru's complete convergence theorem (Q678684)

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scientific article; zbMATH DE number 1003963
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A note on Spătaru's complete convergence theorem
scientific article; zbMATH DE number 1003963

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    A note on Spătaru's complete convergence theorem (English)
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    18 December 1997
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    Suppose that \(N=\{1,2,\dots\}\) is partitioned into \(p\) infinite subsets \(N_1,\dots,N_p\), and let \(Y_1,\dots,Y_p\) be \(p\) random variables. Let \(\{X_n\}\) be a sequence of independent random variables such that \(X_n\) has the same distribution as \(Y_i\) whenever \(n\in N_i\), \(1\leq i\leq p\). The reviewer [ibid. 187, No. 2, 371-383 (1994; Zbl 0869.60064)] proved that \[ \sum^\infty_{n=1} P(|X_1+\cdots X_n|\geq\varepsilon n)<\infty,\quad\varepsilon> 0,\tag{1} \] always implies \[ (2)\quad \sum^\infty_{n=1} \sum^n_{k-1} P(|X_k|\geq n)<\infty\text{ and}\quad(3)\quad \lim_{n\to\infty} {1\over n}\sum^n_{k=1} E[X_k 1_{\{|X_k|<n\}}]=0, \] while, conversely, if (2) and (3) hold, and other two auxiliary conditions are fulfilled, then (1) holds. He also conjectured that without any extra conditions, (1) holds iff (2) and (3) hold. In the present note, the author disproves this conjecture, using an explicit counterexample. The conjecture was also disproved by \textit{A. R. Pruss} [ibid. 199, No. 2, 558-578 (1996; Zbl 0853.60042)].
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    complete convergene theorem
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    counterexample
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