The substack command can be used to produce a multiline subscript or superscript: for example
\sum_{\substack{0\le i\le m\\ 0<j<n}} P(i,j)
produces a two-line subscript underneath the sum:
A slightly more generalized form is the subarray environment which allows you to specify that each line should be left-aligned instead of centered, as here:
\sum_{\begin{subarray}{l}
i\in\Lambda\\ 0<j<n
\end{subarray}}
P(i,j)