Hostname: page-component-586b7cd67f-dlnhk Total loading time: 0 Render date: 2024-11-28T16:14:56.129Z Has data issue: false hasContentIssue false

Randomly weighted series of iid's in $L^1$

Published online by Cambridge University Press:  01 June 2006

CIPRIAN DEMETER
Affiliation:
Department of Mathematics, UCLA, Los Angeles, CA 90095-1555, USA (e-mail: [email protected])

Abstract

Let $(Y_k)$ be an integrable sequence of iid random variables defined on the probability space $(Y,\mathcal F, \mu)$. We prove that there exists a subset $Y^{*}\subset Y$ of full measure such that for each $y\in Y^{*}$ the following holds: for every integrable iid sequence $(X_k)$ on a probability space $(X,\Sigma,m)$, the series

$$\lim_{n\to\infty}\sideset{}{'}\sum_{k=-n}^{n}\frac{Y_k(y)X_k(x)}{k}$$

converges for almost every $x\in X$.

Type
Research Article
Copyright
2006 Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)