Marcinkiewicz Laws and Convergence Rates in the Law of Large Numbers for Random Variables with Multidimensional Indices

Abstract

Consider a set of independent identically distributed random variables indexed by $Z^d_+$, the positive integer $d$-dimensional lattice points, $d \geqq 2$. The classical Kolmogorov-Marcinkiewicz strong law of large numbers is generalized to this case. Also, convergence rates in the law of large numbers are derived, i.e., the rate of convergence to zero of, for example, the tail probabilities of the sample sums is determined.