Moment conditions in strong laws of large numbers for multiple sums and random measures

Abstract

The validity of the strong law of large numbers for multiple sums $S_n$ of independent identically distributed random variables $Z_k$, $k\leq n$, with $r$-dimensional indices is equivalent to the integrability of $|Z|(\log^+|Z|)^{r-1}$, where $Z$ is the typical summand. We consider the strong law of large numbers for more general normalisations, without assuming that the summands $Z_k$ are identically distributed, and prove a multiple sum generalisation of the Brunk--Prohorov strong law of large numbers. In the case of identical finite moments of irder $2q$ with integer $q\geq1$, we show that the strong law of large numbers holds with the normalisation $\|n_1\cdots n_r\|^{1/2}(\log n_1\cdots\log n_r)^{1/(2q)+\varepsilon}$ for any $\varepsilon>0$. The obtained results are also formulated in the setting of ergodic theorems for random measures, in particular those generated by marked point processes.