3
$\begingroup$

i was lately reading the book of Kallenberg "foundations of modern probability". I have a problem with understanding one of this thoughts(p. 70, Theorem 4.17):

Let $\xi_1,\xi_2,\ldots$ be independent symmetric randvom variables.

If $\sum_{k=0}^{\infty} \xi_k^2=\infty$ a.s. then $|S_n|=|\sum_{k\le n} \xi_k|$ converges in probability to infinity, i.e. for all $K>0$ $P(|S_n|>K)\to 1(n\to \infty).$

How do I see this implication? There is no argumentation, so I think it is pretty easy to see. But well, I can't.

Thank yopu for your help!

Regards, Lenava

  • 0
    Thank you. I will think about it and reply afterwards, later the day.2012-07-09

0 Answers 0