Random walk with $\sum_{n=1}^{\infty} \frac{1}{n} \mathbb{P}\{ S_n > 0 \} < \infty$

137 Views Asked by At

Consider a random walk started at $S_0=0$, denoted $S_n = \sum_{k=1}^{n}X_k$, where $X_1$, $X_2$... are the i.i.d increments. If we have $\sum_{n=1}^{\infty} \frac{1}{n} \mathbb{P}\{ S_n > 0 \} < \infty$, then can we say $\underset{0 \leq k < \infty}{\inf} S_k < 0$ with probability 1? If we can, how do we show this? Can we say anything about the moments of $X_1$?