Let {Xi}i[ges ]1 be a sequence of independent random variables taking the values ±1
with the probability ½, and let us set Sn = X1 + X2 +…+ Xn. A classical theorem of
Hardy and Littlewood (1914) says that, for any C > 0 and for all n large enough, we have
formula here
with probability 1. In 1924, Khinchin showed that (1) can be replaced by a sharper
inequality
formula here
for any ε > 0. In view of Khinchin's result, inequality (1) has long been considered as
one of a rather historical value. However, the recent results on Brownian motion on
Riemannian manifolds give a new insight into it. In this paper, we show that an
analogue of (1), for the Brownian motion on Riemannian manifolds of the
polynomial volume growth, is sharp and, therefore, cannot be replaced by an
analogue of (2).