Cesàro summation for random fields (Q1960229)

The main object of the authors' work is to study various Cesàro summation results for an i.i.d. array \(\{X_{k,l},(k,l)\in\mathbb{Z}_+^2\}\) of real-valued random variables indexed by the positive two-dimensional integer lattice points. The first result, for example, shows that, under a Feller type condition, the array satisfies a weak law of large numbers in the Cesàro sense, more precisely, the weighted sums \[ \frac{1}{A_m^\alpha A_n^\beta} \left(\sum_{k,l=0}^{m,n} A_{m-k}^{\alpha -1} A_{n-l}^{\beta -1} X_{k,l}\right) \] converge to \(0\) in probability as \(m,n\) tend to \(\infty,\) where \(0<\alpha\leq \beta\leq 1\) are fixed and \[ A_n^\alpha =\frac{(\alpha +1)(\alpha +2)\cdots(\alpha +n)}{n!}, \quad n=1,2,\dots,\quad A_0^\alpha =1. \] This extends the Kolmogorov-Feller weak law to weighted random fields with weights decaying as (possibly different) powers of order less than 1. Other modes of convergence are also discussed, i.e., necessary and sufficient conditions are given for the complete convergence of the latter weighted fields as well as for their almost sure convergence. Possible extensions to dimension \(d>2\) or to the study of convergence rate results are only briefly indicated, but otherwise left to the reader.