On the almost sure convergence of sums

preprint2020arXivOpen access

Abstract

Two counterexamples, addressing questions raised in \cite{AD} and \cite{PZ}, are provided. Both counterexamples are related to chaoses. Let Fn=Yn+ZnF_n=Y_n+Z_n. It may be that Fn⟶a.s.0F_n\overset{a.s.}\longrightarrow 0, Fn⟶L2+δ0F_n\overset{L_{2+δ}}\longrightarrow 0 and $E\bigl\{\sup_n\,\abs{F_n}^δ\bigr\}<\infty$, where δ>0δ>0 and YnY_n and ZnZ_n belong to chaoses of uniformly bounded degree, and yet YnY_n fails to converge to 0 a.s.

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