Strong law of large numbers for weakly harmonizable processes (Q1099490)

If \(X: {\mathbb{R}}\to L\) \(2_{{\mathbb{C}}}(\Omega,{\mathcal A},P)\) is a weakly harmonizable process with spectral stochastic measure \(\mu\) : \({\mathcal B}_{{\mathbb{R}}}\to L\) \(2_{{\mathbb{C}}}(\Omega,{\mathcal A},P)\), we first prove that \[ \lim_{t\to +\infty}(1/2t)\int^{t}_{-t}X(s) ds=\mu (0)\quad a.s. \] if and only if there exists some integer \(p\geq 2\) such that \[ \lim_{n\to +\infty}\mu (| u| <p^{-n})=\mu (0)\quad a.s.. \] As a consequence we then get criteria for the strong law of large numbers for the process X to hold, i.e. \[ \lim_{t\to +\infty}(1/2t)\int^{t}_{-t}X(s) ds=0\quad a.s.. \] These are extensions to the weakly harmonizable case of results previously obtained by several authors and specially by \textit{V. F. Gaposhkin} [Mat. Sb., Nov. Ser. 104(146), 3-21 (1977; Zbl 0376.60061), English translation in Math. USSR, Sb. 33, 1-17 (1977)] in the strongly harmonizable case.