Strong laws of large numbers for pairwise quadrant dependent random variables

For a sequence {Xn,n⩾1} of quadrant dependent random variables satisfying EXn<∞ for all n⩾1 and a family of positive sequences {bn}, we give sufficient conditions to obtain ∑k=1n(Xk−EXk)∕bn⟶a.s.0. For random sequences which are additionally stochastically dominated by a random variable X∈ℒp, 1