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Random Series of Independent Summands

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Abstract

The convergence of an infinite series\(\sum _{n=1}^\infty X_n\) is a tail event.

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Notes

  1. 1.

    Theorem8.6 is a stronger statement than Kolmogorov’s classical strong law. It is due to Marcinkiewicz and Zygmund (1937) : Sur les fonctions indépendentes,Fund. Math.29, 60–90., but clearly contains the classical law as a special case.

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Authors and Affiliations

  1. Department of Mathematics, University of Arizona, Tucson, AZ, USA

    Rabi Bhattacharya

  2. Department of Mathematics, Oregon State Univeristy, Corvallis, OR, USA

    Edward C. Waymire

Authors
  1. Rabi Bhattacharya
  2. Edward C. Waymire

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Correspondence toRabi Bhattacharya.

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© 2016 Springer International Publishing AG

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Bhattacharya, R., Waymire, E.C. (2016). Random Series of Independent Summands. In: A Basic Course in Probability Theory. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-47974-3_8

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