On the strong limit theorems for double arrays of blockwise M-dependent random variables |
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Authors: | Ulrich Stadtm��ller Le Van Thanh |
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Affiliation: | 1. Department of Number and Probability Theory, Ulm University, 89069, Ulm, Germany 2. Department of Mathematics, Vinh University, Nghe An, 42118, Vietnam
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Abstract: | For a double array of blockwise M-dependent random variables {X mn ,m ?? 1, n ?? 1}, strong laws of large numbers are established for double sums ?? i=1 m ?? j=1 n X ij , m ?? 1, n ?? 1. The main results are obtained for (i) random variables {X mn ,m ?? 1, n ?? 1} being non-identically distributed but satisfy a condition on the summability condition for the moments and (ii) random variables {X mn ,m ?? 1, n ?? 1} being stochastically dominated. The result in Case (i) generalizes the main result of Móricz et al. [J. Theoret. Probab., 21, 660?C671 (2008)] from dyadic to arbitrary blocks, whereas the result in Case (ii) extends a result of Gut [Ann. Probab., 6, 469?C482 (1978)] to the bockwise M-dependent setting. The sharpness of the results is illustrated by some examples. |
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Keywords: | Blockwise M-dependent random variables strong law of large numbers double arrays of random variables almost sure convergence |
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