Thread View: sci.math.research
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Started by Gerald Edgar
Fri, 11 Sep 1992 13:59
summation of random series
Author: Gerald Edgar
Date: Fri, 11 Sep 1992 13:59
Date: Fri, 11 Sep 1992 13:59
11 lines
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1154 bytes
There is a theorem, probably due to Paul Levy, stated below. Where can it be found in a modern textbook? If a series of independent (mean zero, say) random variables diverges a.s., then applying a summation method won't help: it will still diverge a.s. -- Gerald A. Edgar Internet: edgar@mps.ohio-state.edu Department of Mathematics Bitnet: EDGAR@OHSTPY The Ohio State University telephone: 614-292-0395 (Office) Columbus, OH 43210 -292-4975 (Math. Dept.) -292-1479 (Dept. Fax)
Summary: summation of random series
Author: Gerald Edgar
Date: Tue, 15 Sep 1992 13:34
Date: Tue, 15 Sep 1992 13:34
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Here is a summary of the responses received. Thanks to: bishop@math.sunysb.edu (Chris Bishop) stephen@mont.cs.missouri.edu (Stephen Montgomery-Smith) drobot@sjsumcs.sjsu.edu (Vladimir Drobot) I asked: > >There is a theorem, probably due to Paul Levy, stated below. Where can >it be found in a modern textbook? > >If a series of independent (mean zero, say) random variables diverges a.s., >then applying a summation method won't help: it will still diverge a.s. Two references were suggested. (1) Theorem V.8.2 in Zygmund's _Trigonometric Series_ is the special case of the result for Rademacher series. (2) Theorem 1 of Chapter II in J. P. Kahane, _Some random series of functions_ is a generalization to series with values in Banach space. Kahane does not give a reference for the theorem, but for the main lemma, he cites a paper of Levy. -- Gerald A. Edgar Internet: edgar@mps.ohio-state.edu Department of Mathematics Bitnet: EDGAR@OHSTPY The Ohio State University telephone: 614-292-0395 (Office) Columbus, OH 43210 -292-4975 (Math. Dept.) -292-1479 (Dept. Fax)
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