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

Mathematical Problems in Engineering

关键词: Law of large numbers;    Correlation function;    Forming filter;    Dependent processes;   

DOI  :  

来源: DOAJ

【 摘 要 】

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.

【 授权许可】

Unknown