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