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scientific article; zbMATH DE number 177675
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scientific article; zbMATH DE number 177675 |
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18 May 1993
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double arrays
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Levy's inequality
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lemma of Borel-Cantelli
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limit behaviour of sums
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strong law of large numbers
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0.8736394643783569
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[For the entire collection see Zbl 0752.00019.] It is given a survey of known results and also some unsolved problems are formulated, connecting with the limit behaviour of sums \(S(m,n)=\sum_{k\leq m}\sum_{l\leq n}X(k,l)\), where \(\{X(m,n),\;m\geq 1,\;n\geq 1\}\) are independent identically distributed random variables. It is considered a generalization of the classical P. Lévy's inequality, Kolmogorov's theorem about three rows etc. for double arrays of random variables. The author gives a rather simple proof of the strong law of large numbers: \(S(m,n)/mn\to 0\) a.s. for \(\max\{m,n\}\to\infty\) if and only if \(EX(m,n)=0\), \(E(| X(m,n)|\ln(1+| X(m,n)|))<\infty\).
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