Strong law of large numbers for weakly harmonizable processes

DOI10.1016/0304-4149(87)90016-0MaRDI QIDQ1099490zbMATH OpenOpenAlexFDO

Authors D. Dehay

Publication date 1987

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(87)90016-0

zbMATH Keywords

strong law of large numbersweakly harmonizable process

Mathematics Subject Classification ID

Strong limit theorems (60F15) General second-order stochastic processes (60G12)

Review text

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.

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Cites work

• A THEOREM ON THE CONVERGENCE ALMOST EVERYWHERE OF A SEQUENCE OF MEASURABLE FUNCTIONS, AND ITS APPLICATIONS TO SEQUENCES OF STOCHASTIC INTEGRALS
• Criteria for the Strong Law of Large Numbers for Some Classes of Second-Order Stationary Processes and Homogeneous Random Fields
• Harmonizable processes: Structure theory
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• scientific article; zbMATH DE number 3549891 (Why is no real title available?)
• scientific article; zbMATH DE number 3635211 (Why is no real title available?)
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Spectral Analysis of Abstract Functions

Cited in

(5)

• Strongly and weakly harmonizable stochastic processes of H-valued random variables
• On a class of asymptotically stationary harmonizable processes
• General maximal inequalities related to the strong law of large numbers
• A strong law of large numbers on the harmonic \(p\)-combination
• On the product of two harmonizable time series

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