Summability of double independent random variables
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We will examine double sequence to double sequence transformation of independent identically distribution random variables with respect to four-dimensional summability matrix methods. The main goal of this paper is the presentation of the following theorem. If \(\max_{k,l}|a_{m,n,k,l}|=\max_{k,l}|a_{m,k}a_{n,l}|=O(m^{-\gamma_1})O(n^{-\gamma_2})\), \(\gamma_1,\gamma_2>0\), then \(E|X|^{1+1/\gamma_1}<\infty\) and \(E|X|^{1+1/\gamma_2}<\infty\) imply that \(Y_{m,n}\to \mu\) almost sure P-convergence.
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Cites work
Cited in
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- RH-conservative matrix characterization of P-convergence in probability
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- Stochastic summability and its applications to probability theory
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