On the Strong Law of Large Numbers and the Law of the Logarithm for Weighted Sums of Independent Random Variables with Multidimensional Indices
Let (X, X; [set membership, variant] d} be a field of independent identically distributed real random variables, 0 < p < 2, and {a,; (, ) [set membership, variant] d - d, <= } a triangular array of real numbers, where d is the d-dimensional lattice. Under the minimal condition that sup, a, < [infinity], we show that - 1/p [summation operator] <= a, X --> 0 a.s. as --> [infinity] if and only if E(Xp(LX)d - 1) < [infinity] provided d >= 2. In the above, if 1 <= p < 2, the random variables are needed to be centered at the mean. By establishing a certain law of the logarithm, we show that the Law of the Iterated Logarithm fails for the weighted sums [summation operator] <= a, X under the conditions that EX = 0, EX2 < [infinity], and E(X2(LX)d - 1/L2X) < [infinity] for almost all bounded families {a,; (, ) [set membership, variant] d - d, <= of numbers.
Year of publication: |
1995
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Authors: | Li, D. L. ; Rao, M. B. ; Wang, X. C. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 52.1995, 2, p. 181-198
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Publisher: |
Elsevier |
Saved in:
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