On the \(L^p\)-convergence for multidimensional arrays of random variables (Q2575936): Difference between revisions

Summary: For a \(d\)-dimensional array of random variables \(\{X_n,n\in \mathbb{Z}^d_+\}\) such that \(\{|X_n|^p,n\in\mathbb{Z}^d_+\}\) is uniformly integrable for some \(0<p<2\), the \(L^p\)-convergence is established for the sums \((1/|n|^{1/p})(\sum_{j<n} (X_j-a_j))\), where \(a_j=0\) if \(0<p<1\), and \(a_j=EX_j\) if \(1\leq p<2\).