Sums of stationary sequences cannot grow slower than linearly

Author:

Kesten Harry

Abstract

It is shown that for a stationary sequence of random variables X 1 , X 2 , {X_1},{X_2}, \cdots one has \[ lim inf n 1 i = 1 n X i > 0 \lim \inf {n^{ - 1}}\sum \limits _{i = 1}^n {{X_i} > 0} \] a.e. on the set { Σ 1 n X i , n } \{ \Sigma _1^n{X_i} \to \infty ,n \to \infty \} .

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference3 articles.

1. A zero-one law for stationary sequences;Tanny, David;Z. Wahrscheinlichkeitstheorie und Verw. Gebiete,1974

2. Remarks on the notion of recurrence;Wolfowitz, J.;Bull. Amer. Math. Soc.,1949

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