The validity of the strong law of large numbers for multiple sums Sn of independent identically distributed random variables Zk, k≤n, with r-dimensional indices is equivalent to the integrability of |Z|(log+|Z|)r−1, where Z is the generic summand. We consider the strong law of large numbers for more general normalizations, without assuming that the summands Zk are identically distributed, and prove a multiple sum generalization of the Brunk–Prohorov strong law of large numbers. In the case of identical finite moments of order 2q with integer q≥1, we show that the strong law of large numbers holds with the normalization (n1⋯nr)1∕2(logn1⋯lognr)1∕(2q)+ε for any ε>0.The obtained results are also formulated in the setting of ergodic theorems for random measures, in particular those generated by marked point processes.
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