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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1964 Volume 9, Issue 2, Pages 358–365 (Mi tvp382)

This article is cited in 5 papers

Short Communications

Sur les Conditions de l'emploi de la loi forte des Grands Nombres des Processus Stationaires de Second Ordre

I. N. Verbickaya

Odessa

Abstract: Let $\xi(t)$ be a continuous second order stationary process and ${\mathbf M}\xi(t)=0$, ${\mathbf M}\xi(t)\xi(s)=R(t-s)=R(\tau)$. In order for
$$ \lim_{T\to\infty}\frac1T\int_0^T\xi(t)\,dt=0 $$
to hold with probability one, it suffices that
$$ \int_1^\infty\frac{\lg^2t}t|\bar R(t)|\,dt<\infty, $$
where
$$ |\bar R(t)|=\frac1t\int_0^t R(\tau)\,d\tau. $$
If for almost all $t$, $|\xi(t)|\leqq k$, then in order that
$$ \lim_{T\to\infty}\frac1T\int_0^T\xi(t)\,dt=0 $$
with probability one, is suffices that
$$ \int_1^\infty\frac{|\bar R(t)|}t\,dt<\infty. $$


Received: 22.10.1962


 English version:
Theory of Probability and its Applications, 1964, 9:2, 325–331

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