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

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  • Alex S. Poznyak

Abstract

A new form of the strong law of large numbers for dependent vector sequences using the “double averaged” correlation function is presented. The suggested theorem generalizes the well-known Cramer–Lidbetter's theorem and states more general conditions for fulfilling the strong law of large numbers within the class of vector random processes generated by a non stationary stable forming filters with an absolutely integrable impulse function.

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  • Alex S. Poznyak, 2001. "The strong law of large numbers for dependent vector processes with decreasing correlation: “Double averaging concept”," Mathematical Problems in Engineering, Hindawi, vol. 7, pages 1-9, January.
    • Handle: RePEc:hin:jnlmpe:363018
    DOI: 10.1155/S1024123X01001545
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