Moment conditions in strong laws of large numbers for multiple sums and random measures

DOI10.1016/J.SPL.2017.08.007MaRDI QIDQ2406804zbMATH OpenOpenAlexFDO

Authors O. I. Klesov, Ilya S. Molchanov

Publication date 6 October 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1703.04994

zbMATH Keywords

strong law of large numbersrandom measuresmultiple sums of random variablesmultiindices

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Geometric probability and stochastic geometry (60D05) Strong limit theorems (60F15)

Abstract: The validity of the strong law of large numbers for multiple sums $S_n$ of independent identically distributed random variables $Z_k$, $kleqn$, with $r$-dimensional indices is equivalent to the integrability of $|Z|(lo{g}^{+}|Z|{)}^{r-1}$, where $Z$ is the typical summand. We consider the strong law of large numbers for more general normalisations, without assuming that the summands $Z_k$ are identically distributed, and prove a multiple sum generalisation of the Brunk--Prohorov strong law of large numbers. In the case of identical finite moments of irder $2q$ with integer $qgeq1$, we show that the strong law of large numbers holds with the normalisation $|n_{1}cdots{n}_r{|}^{1/2}(log{n}_{1}cdotslog{n}_r{)}^{1/(2q)+varepsilon}$ for any $varepsilon>0$. The obtained results are also formulated in the setting of ergodic theorems for random measures, in particular those generated by marked point processes.

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(6)

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