 Almost sure convergence criterion for an independent Gaussian series

For independent standard Gaussian random variables, the partial sums have characteristic functions $\exp (-u^2{v}_n/2)$, where $v_n={\sum }_{k\le n}{a}_k^2$. A finite almost-sure limit implies convergence of these characteristic functions to one continuous at zero; $v_n\to \infty$ would instead give zero at every nonzero $u$. Conversely, bounded $v_n$ makes the partial sums a martingale bounded in L2 space, which converges almost surely and in L2 space.