Mathematical Problems in Engineering 
Volume 7 (2001), Issue 1, Pages 87-95
doi:10.1155/S1024123X01001545

The strong law of large numbers for dependent vector processes with decreasing correlation: “Double averaging concept”

Alex S. Poznyak

CINVESTAV-IPN, Department of Automatic Control, A. P. 14-740, Mexico D.F. CP-07300, Mexico

Received 10 October 2000

Abstract

A new form of the strong law of large numbers for dependent vector sequences using the “double averaged” correlation function is presented. The suggested theorem generalizes the well-known Cramer–Lidbetter's theorem and states more general conditions for fulfilling the strong law of large numbers within the class of vector random processes generated by a non stationary stable forming filters with an absolutely integrable impulse function.