Strong law of large numbers for weakly harmonizable processes

Dominique Dehay

Stochastic Processes and their Applications, 1987, vol. 24, issue 2, 259-267

Abstract: If is a weakly harmonizable process with spectral stochastic measure , we first prove that if and only if there exists some integer p [greater-or-equal, slanted] 2 such that As a consequence we then get criteria for the strong law of large numbers for the process X to hold, i.e. These are extensions to the weakly harmonizable case of results previously obtained by several authors and specially by Gaposhkin in the strongly harmonizable case.

Keywords: harmonizable; processes; stochastic; measures; bimeasures; strong; laws; of; large; numbers (search for similar items in EconPapers)
Date: 1987
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