LAWS OF LARGE NUMBERS FOR PERIODICALLY AND ALMOST PERIODICALLY CORRELATED PROCESSES

[摘要] This paper gives results related to and including laws of large numbers for (possibly non-harmonizable) periodically and almost periodically correlated processes. These results admit periodically correlated processes that are not continuous in quadratic mean. The idea of a stationarizing random shift is used to show that strong law results for weakly stationary processes may be used to obtain strong law results for such processes.

[发布日期] 1994-09-01

[关键词] PERIODICALLY AND ALMOST PERIODICALLY CORRELATED PROCESSES;LAWS OF LARGE NUMBERS;STATIONARIZING RANDOM SHIFT