Assume is a set with
, such that
diverges. Let
, each with probability
. What can we say about
when
goes to infinity? Must there, for example, be infinitely many sign changes with probability
? It can’t be hard to show this for bounded
, but what about
for example? I honestly have no clue whatsoever.
EDIT 22 Februari 2011
I can show that there is a positive probability that for any
, for
large enough; Let
be the smallest integer such that
(note that this
exists since the sum of
is assumed to go to infinity).
Then either the probability that
is at least
or the probability that
is at least
(*). Assume the first case (second case goes analogous), then we have:
(*) It is fun to note that both are the case, independent of . This can be used to show that
for all
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