Strengthening classical results on convergence rates in strong limit theorems

Let X₁, X₂, . . . be i.i.d. random variables, and set S_n=X₁+ . . . +X_n. Several authors proved convergence of series of the type f(ɛ)=∑_nc_nP(|S_n|>ɛa_n),ɛ>α, under necessary and sufficient conditions. We show that under the same conditions, in fact i.e. the finiteness of ∑_nc_nP(|S_n|>ɛa_n),ɛ>α, is equivalent to the convergence of the double sum ∑_k∑_nc_nP(|S_n|>ka_n). Two exceptional series required deriving necessary and sufficient conditions for E[sup_n|S_n|(logn)^η/n]<∞,0≤η≤1.