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Strong Laws of Large Numbers for $r$Dimensional Arrays of Random Variables
R. T. Smythe
The Annals of Probability
Vol. 1, No. 1 (Feb., 1973), pp. 164170
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2959352
Page Count: 7
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Topics: Random variables, Martingales, Mathematical inequalities, Mathematical theorems, Law of large numbers, Integers, Coordinate systems, Ergodic theory, Sufficient conditions, Series convergence
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Abstract
Let $K_r$ be the set of $r$tuples $\mathbf{k} = (k_1, k_2, \cdots, k_r)$ with positive integers for coordinates $(r \geqq 1)$. Let $\{X_k: \mathbf{k} \in \mathbf{K}_r\}$ be a set of i.i.d. random variables with mean zero, and let $\leqq$ denote the coordinatewise partial ordering on $K_r$. Set $\mathbf{k} = k_k k_2 \cdots k_r$ and define, for $\mathbf{k} \in K_r: S_k = \sum_{j\leqq\mathbf{k}} X_j$. If $\{E_k: \mathbf{k} \in K_r\}$ is a set of events indexed by $K_r$, we say (given $\omega$) "$E_k$ f.o." if $\mathbf{\exists} \mathbf{I}(\omega) \in K_r$ such that $\mathbf{k} \nleqq \mathbf{I}$ implies $\omega \in E_k^c$. We say "$E_k$ a.l." if given any $\mathbf{I} \in K_r, \exists \mathbf{k} \geqq \mathbf{I}$ such that $\omega \in E_k$. We prove: (i) If $E\{X_k(\log^+ X_k)^{r1}\} = \infty$, then given any $A > 0, P\{S_k/\mathbf{k} > A \text{a.1.}\} = 1$. Using martingale techniques, we also give a new proof of the converse result due to Zymund: (ii) If $E\{X_k (\log^+ X_k)^{r1}\} < \infty$, then given any $\varepsilon > 0, P\{S_k/\mathbf{k} < \varepsilon \text{f.o.}\} = 1$. For nonidentically distributed independent random variables with mean zero, the usual conditions sufficient for convergence of $S_n/n$ to zero in the linearly ordered case are also sufficient for matrix arrays.
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The Annals of Probability © 1973 Institute of Mathematical Statistics