© 1983 by London Mathematical Society
Matrix Transformations of Weakly Dependent Random Variables
Szeged University, Bolyai Institute Aradi vértanak tere 1, 6720 Szeged, Hungary
Let X0, X1... be random variables satisfying the inequality
for every sequence c0, c1,..., of coefficients and for every n = 0, 1,..., where 1 < p
2, r > p and C > 0 are constants. By the aid of a summability matrix T = {ank:n, k = 0, 1,...} we form the means
for n = 0, 1, .... We prove that Tn
0 almost surely as n
under fairly general conditions on {ank}. Our result contains as special cases an earlier result of D. Borwein and another result stating a strong law of large numbers for the random variables Xk.