English

On the almost sure convergence of sums

Probability 2020-09-09 v1

Abstract

Two counterexamples, addressing questions raised in \cite{AD} and \cite{PZ}, are provided. Both counterexamples are related to chaoses. Let Fn=Yn+ZnF_n=Y_n+Z_n. It may be that Fna.s.0F_n\overset{a.s.}\longrightarrow 0, FnL2+δ0F_n\overset{L_{2+\delta}}\longrightarrow 0 and E{supn\absFnδ}<E\bigl\{\sup_n\,\abs{F_n}^\delta\bigr\}<\infty, where δ>0\delta>0 and YnY_n and ZnZ_n belong to chaoses of uniformly bounded degree, and yet YnY_n fails to converge to 0 a.s.

Keywords

Cite

@article{arxiv.2009.03391,
  title  = {On the almost sure convergence of sums},
  author = {Luca Pratelli and Pietro Rigo},
  journal= {arXiv preprint arXiv:2009.03391},
  year   = {2020}
}