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

DOI10.1016/J.SPL.2017.08.007zbMATH Open1386.60176arXiv1703.04994OpenAlexW2595108228MaRDI QIDQ2406804FDOQ2406804

Authors: O. I. Klesov, Ilya S. Molchanov 

Publication date: 6 October 2017

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

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.

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

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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)

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Cited In (6)

• The existence of moments of the suprema of multiple sums and the strong law of large numbers
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• Strong laws of large numbers for weighted sums of \(d\)-dimensional arrays of random variables and applications to marked point processes
• A nonconventional strong law of large numbers and fractal dimensions of some multiple recurrence sets
• Strong law of large numbers for multiple sums whose indices belong to a sector with function boundaries
• Title not available (Why is that?)

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