Complete convergence in mean for double arrays of random variables with values in Banach spaces. (Q464696)

Let \(\mathbb{E}\) be a real separable Banach space with norm \(\|\cdot\|\) and \(\{X_n, n \geq 1\}\) be a sequence of random variables taking values in \(\mathbb{E}\). The sequence \(X_n\) is said to converge completely to \(0\) in mean of order \(p\) if \(\sum\limits_{n=1}^\infty \|X_n\|^p<\infty\). This mode of convergence was investigated for the first time by Chow for the sequence of real-valued random variables (see [\textit{Y. S. Chow}, Bull. Inst. Math., Acad. Sin. 16, No. 3, 177--201 (1988; Zbl 0655.60028)]) and by \textit{A. Rosalsky} et al. for the sequence of random variables taking values in a Banach space [Stochastic Anal. Appl. 24, No. 1, 23--35 (2006; Zbl 1087.60009)]. In this paper, the complete convergence in mean of order \(p\) to \(0\) of double arrays of random variables with values in \(\mathbb E\) is introduced and studied. The obtained results are used to prove some strong laws of large numbers for martingale difference double arrays of random variables taking values in Banach spaces.