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On the Strong Law of Large Numbers and the Law of the Logarithm for Weighted Sums of Independent Random Variables with Multidimensional Indices
Authors:Li D L  Rao M B  Wang X C
Abstract:Let (X, X ; d} be a field of independent identically distributed real random variables, 0 < p < 2, and {a , ; ( , ) d × d, ≤ } a triangular array of real numbers, where d is the d-dimensional lattice. Under the minimal condition that sup , |a , | < ∞, we show that | |− 1/pa , X → 0 a.s. as | | → ∞ if and only if E(|X|p(L|X|)d − 1) < ∞ 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 ∑a , X under the conditions that EX = 0, EX2 < ∞, and E(X2(L|X|)d − 1/L2|X|) < ∞ for almost all bounded families {a , ; ( , ) d × d, ≤ of numbers.
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