An ergodic-type theorem àla feller for nonintegrable strictly stationary continuous time processes

DOI10.1080/07362999508809417zbMath0837.60036OpenAlexW2009847017MaRDI QIDQ4859231

Andrew Rosalsky, Presnell, Brett, Jordan M. Stoyanov

Publication date: 20 May 1996

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999508809417

zbMATH Keywords

ergodicitylarge normalizing constantsmeasurable strictly stationary stochastic processnonintegrable process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15)

Cites Work

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• A strong law for a set-indexed partial sum process with applications to exchangeable and stationary sequences
• On the law of large numbers for stationary sequences
• An ergodic theorem with large normalising constants
• On the almost certain limiting behavior of normed sums of identically distributed positive random variables
• The law of large numbers for continuous stochastic processes
• Stochastic Processes and Statistics
• A Limit Theoerm for Random Variables with Infinite Moments

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