Strong laws of large numbers under weak assumptions with application

The employment of "strong laws of large numbers" is instrumental to the ana lysis of system estimation and identification strategies. However, the vast bulk of such laws, as presented in the wider literature, assume independen ce or at least uncorrelatedness of random components, and these assumptions are quite restrictive from an engineering point of view. By way of contras t, this paper shows how to establish strong laws for possibly nonstationary random processes with very general dependence structure. A brief example i s provided that illustrates the utility of the strong law of large numbers presented.