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If \\(\\{X_ t,{\\mathcal F}_ t\\), \\(t\\geq 0\\}\\) is a right continuous d- dimensional Gaussian martingale such that \\(X_ 0=0\\), a.e., let \\(<X>_ t=E(X_ tX^*_ t)\\) where \\(X^*_ t\\) is the transpose of \\(X_ t\\). Since \\(\\{X_ tX^*_ t,{\\mathcal F}_ t\\), \\(t\\geq 0\\}\\) is a submartingale under matrix ordering, the \\(<X>_ t\\) is an increasing sequence of matrices. Let \\(<X>^+_ t\\) be the generalized inverse of \\(<X>_ t\\). As a consequence of the strong law of large numbers for real martingales, the authors show that (i) \\(<X>^+_ t X_ t\\to a\\) limit with probability 1, as \\(t\\to \\infty\\) and (ii) the limit is zero iff \\(\\lim_{t\\to \\infty}trace <X>^+_ t=0\\). As an application they discussed the strong consistency of an estimator of a (vector) parameter in a linear regression model.    [The authors call \\(<X>_ t\\) the ''tensor increasing process'' of the \\(X_ t\\)-process. In martingale theory this term usually refers to the unique increasing process in the Doob-Meyer decomposition and need not be a constant except when the \\(X_ t\\)-process is Brownian motion. 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