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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 4, Pages 701–707 (Mi tvp925)  

This article is cited in 18 scientific papers (total in 18 papers)

Short Communications

On the existence of exact upper sequences

B. A. Rogozin

Novosibirsk
Abstract: The following results are obtained.
Theorem 2. Let $\xi_1,\xi_2,\dots,\xi_n,\dots$ be a sequence of independent random variables and
$$ \frac{z^2\mathbf P\{|\xi_n-\mu(\xi_n)|>z\}}{\int_{|x|\le z}x^2\,d\mathbf P\{\xi_n-\mu(\xi_n)<x\}}\ge c>0, $$
$n=1,2,\dots$, then there exists no sequence $a_1,a_2,\dots,a_n,\dots$, $a_n\uparrow\infty$ as $n\to\infty$, having the property
$$ \mathbf P\biggl\{\varlimsup_{m\to\infty}\frac{|S_n-\mu(S_n)|}{a_n}=1\biggr\}=1,\eqno(*) $$
where $S_n=\sum_{k=1}^n\xi_k$ and $\mu(\eta)$ is the median of $\eta$.
Theorem 4. Let $\xi_1,\xi_2,\dots,\xi_n,\dots$ be a sequence of independent equally distributed random variables, then there exists no sequence $a_1,a_2,\dots,a_n,\dots$ with the properties $(*)$ and
$$ \sum_{k=n}^\infty a_k^{-2}\le Cna_n^{-2} $$
for all $n$ and $C>0$.
In the end of the paper an example is constructed which gives the negative answer to the question stated in [1].
Received: 23.05.1967
English version:
Theory of Probability and its Applications, 1968, Volume 13, Issue 4, Pages 667–672
DOI: https://doi.org/10.1137/1113081
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: B. A. Rogozin, “On the existence of exact upper sequences”, Teor. Veroyatnost. i Primenen., 13:4 (1968), 701–707; Theory Probab. Appl., 13:4 (1968), 667–672
Citation in format AMSBIB
\Bibitem{Rog68}
\by B.~A.~Rogozin
\paper On the existence of exact upper sequences
\jour Teor. Veroyatnost. i Primenen.
\yr 1968
\vol 13
\issue 4
\pages 701--707
\mathnet{http://mi.mathnet.ru/tvp925}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=245081}
\zmath{https://zbmath.org/?q=an:0177.46201|0169.49602}
\transl
\jour Theory Probab. Appl.
\yr 1968
\vol 13
\issue 4
\pages 667--672
\crossref{https://doi.org/10.1137/1113081}
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  • https://www.mathnet.ru/eng/tvp/v13/i4/p701
  • This publication is cited in the following 18 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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