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SCHWEITZER 1999 Problem 11

    Let {Un,1,...,Un,n}n=1∞\{U_{n,1},...,U_{n,n}\}_{n=1}^\infty be iid rv, uniformly distributed over [0,1] , and for α≥1\alpha\geq 1 consider the sets {[nαUn,1],...,[nαUn,n]}\{[n^\alpha U_{n,1}],...,[n^\alpha U_{n,n}]\} , where [·] denotes the whole part. Prove that the elements of the sets Hn∩(∪m=n+1∞Hm)H_n\cap(\cup_{m=n+1}^\infty H_m) form an almost surely bounded sequence if and only if α>3\alpha>3 .

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