On the strong law of large numbers and the law of the logarithm for weighted sums of independent random variables with multidimensional indices (Q1347079)
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English | On the strong law of large numbers and the law of the logarithm for weighted sums of independent random variables with multidimensional indices |
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On the strong law of large numbers and the law of the logarithm for weighted sums of independent random variables with multidimensional indices (English)
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11 March 1996
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Versions of the strong law of large numbers and the law of iterated logarithm for weighted sums \(T_{\overline{n}} = \sum_{\overline {k} \leq \overline{n}} a_{\overline {n}, \overline{k}} X_{\overline {k}}\) of a field \(\{X, X_{\overline {n}}, \overline{n} \in N^d\}\) of i.i.d. centered random elements taking values in Banach space and a triangular array \(\{a_{\overline{n}, \overline{k}} : (\overline{n}, \overline {k}) \in N^d \times N^d\}\), where \(N^d\) is \(d\)- dimensional lattice with natural order, are obtained. One of the results (strong law of large numbers) is following. If \(\text{sup }a_{\overline {n}, \overline {k}} < \infty\), \( d \geq 2\) and \({\mathbf E}(|X|^p (\ln |X|)^{d-1}) < \infty\), then \(|\overline {n}|^{-1/p} T_{\overline{n}} \to 0\) a.s. iff \(|\overline n|^{-1/p}T_{\overline n}\to 0\) in probability. The effect of reducing the magnitude of the norming sequence \(|\overline {n} |^{1/p}\), to a sequence type \((|\overline{n}|\ln |\overline {n}|)^{1/2}\) is enquired. The cases of real random variables and random weights are also considered.
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strong law of large numbers
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weighted sums of random elements
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multidimensional index
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law of iterated logarithm
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law of logarithm
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