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Strong law of large numbers for weakly harmonizable processes

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  • Dehay, Dominique

Abstract

If is a weakly harmonizable process with spectral stochastic measure , we first prove that if and only if there exists some integer p [greater-or-equal, slanted] 2 such that As a consequence we then get criteria for the strong law of large numbers for the process X to hold, i.e. These are extensions to the weakly harmonizable case of results previously obtained by several authors and specially by Gaposhkin in the strongly harmonizable case.

Suggested Citation

  • Dehay, Dominique, 1987. "Strong law of large numbers for weakly harmonizable processes," Stochastic Processes and their Applications, Elsevier, vol. 24(2), pages 259-267, May.
    • Handle: RePEc:eee:spapps:v:24:y:1987:i:2:p:259-267
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