Abstract
Necessary (in some cases also sufficient) conditions are obtained for convergence of the series Σa n S n whereS n =Σ n1 ξ k ξk are independent random quantities. The cases in which ξk are symmetrical or identically distributed quantities are investigated in more detail.
Similar content being viewed by others
Literature cited
L. H. Koopmans, N. Martin, P. K. Patnak, and C. Qualls, “On the divergence of a certain random series,” Ann. of Probab.,2, No. 3, 546–550 (1974).
J. Neveu, Mathematical Foundations of the Calculus of Probability, Holden-Day (1965).
P. L. Ul'yanov, “Convergence and summability,” Tr. Moskov. Matem. Ob-va,3, 373–399 (1960).
W. Orlicz, “Über die Divergenz von allgemeinen Orthogonalreihen,” Studia Math.,4, 27–32 (1933).
Additional information
Translated from Matematicheskie Zametki, Vol. 20, No. 4, pp. 529–536, October, 1976.
Rights and permissions
About this article
Cite this article
Gaposhkin, V.F. Necessary convergence conditions for series ΣαnSn in the case of identically distributed independent random quantities. Mathematical Notes of the Academy of Sciences of the USSR 20, 852–857 (1976). https://doi.org/10.1007/BF01098902
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01098902