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An asymmetric Marcinkiewicz-Zygmund LLN for random fields

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  • Gut, Allan
  • Stadtmüller, Ulrich

Abstract

The classical Marcinkiewicz-Zygmund law for i.i.d. random variables has been generalized by Gut [Gut, A., 1978. Marcinkiewicz laws and convergence rates in the law of large numbers for random variables with multidimensional indices. Ann. Probab. 6, 469-482] to random fields. Therein all indices have the same power in the normalization. Looking into some weighted means of random fields, such as Cesro summation, it is of interest to generalize these laws to the case where different indices have different powers in the normalization. In this paper we give precise moment conditions for such laws.

Suggested Citation

  • Gut, Allan & Stadtmüller, Ulrich, 2009. "An asymmetric Marcinkiewicz-Zygmund LLN for random fields," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1016-1020, April.
  • Handle: RePEc:eee:stapro:v:79:y:2009:i:8:p:1016-1020
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    Cited by:

    1. Dung, Le Van & Tien, Nguyen Duy, 2010. "Strong laws of large numbers for random fields in martingale type p Banach spaces," Statistics & Probability Letters, Elsevier, vol. 80(9-10), pages 756-763, May.
    2. Son, Ta Cong & Thang, Dang Hung & Dung, Le Van, 2012. "Rate of complete convergence for maximums of moving average sums of martingale difference fields in Banach spaces," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1978-1985.
    3. Allan Gut & Ulrich Stadtmüller, 2010. "Cesàro Summation for Random Fields," Journal of Theoretical Probability, Springer, vol. 23(3), pages 715-728, September.

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