On the almost sure convergence of sums

Abstract

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