Marcinkiewicz-type strong law of large numbers for double arrays of pairwise independent random variables

Abstract

Let {Xij}be a double sequence of pairwise independent random variables. If P{|Xmn|≥t}≤P{|X|≥t}for all nonnegative real numbers tandE|X|p(log+|X|)3<∞, for1<p<2, then we prove that∑i=1m∑j=1n(Xij−EXij)(mn)1/p→0    a.s.   as  m∨n→∞.                                     (0.1)Under the weak condition ofE|X|plog+|X|<∞, it converges to 0inL1. And the results can be generalized to anr-dimensional array of random variables under the conditionsE|X|p(log+|X|)r+1<∞,E|X|p(log+|X|)r−1<∞, respectively, thus, extending Choi and Sung's result [1] of the one-dimensional case.