On sums of i. i. d. random variables indexed by N parameters
On sums of i. i. d. random variables indexed by \(N\) parameters
The author considers a sequence of independent, identically distributed (IID) random variables, indexed by elements from \(\mathbb{Z}^m_+=\{1,2, \dots\}^m\), i.e. the sequence \(X(k)\), \(k\in\mathbb{Z}_+^m\). For the IID random variables \(X(k)\), \(k\in\mathbb{Z}^m_+\), there is defined the random walk \(S(n)\), and the ratio \(S(n)/\langle n\rangle\) of ``reverse martingale-type, with \(n\in \mathbb{Z}_+^m\) and \(\langle n\rangle=\prod^m_{i=1}n_i\). There are known the J. L. Doob's inequalities for \(m=1\), involving the reverse martingale \(S(n)/n\), with \(n\in \mathbb{Z}_+^m\). The aim of this article is to extend this type of inequalities from \(m=1\) to \(m>1\), \(m\in \mathbb{Z}_+\), i.e. to IID random variables indexed by \(m\) parameters. The approach is based on projection arguments inspired by R. Cairoli's ideas (1970, 1996). As a consequence of the extended inequalities, there is derived the R. T. Smythe's (strong) law of large numbers, on the basis of separable Banach space arguments. For the entire collection see [Zbl 0940.00007].
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