The strong law of large numbers for dependent vector processes with decreasing correlation: "Double averaging concept"

Authors
Poznyak, AS
Citation
As. Poznyak, The strong law of large numbers for dependent vector processes with decreasing correlation: "Double averaging concept", MATH PROB E, 7(1), 2001, pp. 87-95
Citations number
12
Categorie Soggetti
Engineering Mathematics
Journal title
MATHEMATICAL PROBLEMS IN ENGINEERING
ISSN journal
1024123X → ACNP
Volume
7
Issue
1
Year of publication
2001
Pages
87 - 95
Database
ISI
SICI code
1024-123X(2001)7:1<87:TSLOLN>2.0.ZU;2-D
Abstract
A new form of the strong law of large numbers for dependent vector sequence s using the "double averaged" correlation function is presented. The sugges ted theorem generalizes the well-known Cramer-Lidbetter's theorem and state s more general conditions for fulfilling the strong law of large numbers wi thin the class of vector random processes generated by a non stationary sta ble forming filters with an absolutely integrable impulse function.