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- From: edgar@function.mps.ohio-state.edu (Gerald Edgar)
- Subject: Summary: summation of random series
- References: <18q8nsINNo5b@function.mps.ohio-state.edu>
- Message-ID: <194op4INNj9u@function.mps.ohio-state.edu>
- Sender: Daniel Grayson <dan@math.uiuc.edu>
- X-Submissions-To: sci-math-research@uiuc.edu
- Organization: The Ohio State University, Dept. of Math.
- X-Administrivia-To: sci-math-research-request@uiuc.edu
- Approved: Daniel Grayson <dan@math.uiuc.edu>
- Date: Tue, 15 Sep 1992 13:34:28 GMT
- Lines: 30
-
- 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)
-
-