The strong law of large numbers for dependent vector processes with decreasing correlation: ``Double averaging concept'' (Q5933556)
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scientific article; zbMATH DE number 1599331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The strong law of large numbers for dependent vector processes with decreasing correlation: ``Double averaging concept'' |
scientific article; zbMATH DE number 1599331 |
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The strong law of large numbers for dependent vector processes with decreasing correlation: ``Double averaging concept'' (English)
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23 May 2002
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For given centered quadratic-integrable vector-valued random processes \( {X_n} \) the ``double averaged'' correlation function is defined by \(R_n = n^{-2} \sum_{t=1}^n \sum_{s=1}^n E(X_t^T X_s)\). A version of the SLLN for dependent vector sequences is shown to hold under conditions on \( R_n \).
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law of large numbers
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correlation function
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dependent processes
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