Universal normalization problem for the Gál–Koksma lemma

Let (Xn)n≥1(X_n)_{n\ge 1} be a sequence of random variables and let (an)n≥1(a_n)_{n\ge 1} be nonnegative numbers, with An:=∑k=1nak→∞A_n:=\sum_{k=1}^n a_k\to\infty. Assume that there is a constant C<∞C<\infty such that, for every 1≤m≤n1\le m\le n, E∣∑k=mnXk∣2≤C∑k=mnak\mathbb{E}\left|\sum_{k=m}^n X_k\right|^2\le C\sum_{k=m}^n a_k. Determine exactly which non-decreasing functions ψ\psi have the universal property that every such admissible sequence satisfies ∑k=1nXk=O ⁣(An ψ(An))\sum_{k=1}^n X_k=O\!\left(\sqrt{A_n}\,\psi(A_n)\right) almost surely. The characterization is required to hold uniformly over the entire class described by the consecutive-block second-moment hypothesis.

References

Primary source

arXiv

Additional references

Progress summary

Refreshed
Claimed solved

An unrefereed preprint claims to completely characterize the growth normalizations that always make the Gál–Koksma lemma work.

The problem seeks a sharp characterization of all universally valid growth normalizations in the Gál–Koksma lemma.

September 2026 claimed resolution

Ying Wai Lee’s preprint claims a necessary-and-sufficient summability criterion, including sharp logarithmic and iterated-logarithmic thresholds, even for bounded centered systems with exact linear block variance. If correct, this converts the qualitative lemma into a complete characterization; the claim is unverified.

Current status (as of September 2026): The problem is claimed solved by Ying Wai Lee’s preprint, but the result is unrefereed and independently unverified.

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