The Annals of Probability

Spectral criteria, SLLN's and A.S. convergence of series of stationary variables

C. Houdré and M. T. Lacey

Source: Ann. Probab. Volume 24, Number 2 (1996), 838-856.

Abstract

It is shown here how to extend the spectral characterization of the strong law of large numbers for weakly stationary processes to certain singular averages. For instance, letting ${X_t, t \in R^3}$ be a weakly stationary field, ${X_t}$ satisfies the usual SLLN (by averaging over balls) if and only if the averages of ${X_t}$ over spheres of increasing radii converge pointwise. The same result in two dimensions is false. This spectral approach also provides a necessary and sufficient condition for the a.s. convergence of some series of stationary variables.

Primary Subjects: 60F15, 60G10, 60G60
Secondary Subjects: 60G12, 47A35
Keywords: Spherical means; a.s. convergence; stationary process; homogeneous field; Calderón-Zygmund kernel; unitary group

Full-text: Open access

Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1039639364
Mathematical Reviews number (MathSciNet): MR1404530
Digital Object Identifier: doi:10.1214/aop/1039639364
Zentralblatt MATH identifier: 0868.60025

References

1 BERKSON, E., BOURGAIN, J. and GILLESPIE, T. A. 1991 . On the almost every where convergence of ergodic averages for power bounded operators on L p subspaces. Integral Equations Operator Theory 14 678 715.
2 BROISE, M., DENIEL, Y. and DERRIENNIC, Y. 1989 . Rearrangement, inegalites maximales et ´ ´ ´ ´ Z . theoremes ergodiques fractionnaires. Ann. Inst. Fourier Grenoble 39 689 714. ´
3 CAMBANIS, S. and HOUDRE, C. 1993 . Stable processes: moving averages versus Fourier ´ transforms. Probab. Theory Related Fields 95 75 85.
Mathematical Reviews (MathSciNet): MR94a:60061
4 GAPOSHKIN, V. F. 1977 . Criteria for the strong law of large numbers for some classes of second order stationary processes and homogeneous random fields. Theory Probab. Appl. 22 286 310.
Zentralblatt MATH: 0377.60033
5 GAPOSHKIN, V. F. 1977 . A theorem on the convergence almost every where of measurable functions, and its applications to sequences of stochastic integrals. Math. USSR-Sb. 33 1 17.
6 HERNANDEZ, M. and HOUDRE, C. 1993 . Disjointness results for some classes of stable ´ ´ processes. Studia Math. 105 235 252.
7 HOUDRE, C. 1992 . On the spectral SLLN and pointwise ergodic theorem in L . Ann. ´ Probab. 20 1731 1751.
Mathematical Reviews (MathSciNet): MR94d:60047
8 HOUDRE, C. 1995 . On the almost sure convergence of series of stationary and related ´ nonstationary variables. Ann. Probab. 23 1204 1218.
Mathematical Reviews (MathSciNet): MR96e:60051
9 JAJTE, R. 1987 . On the existence of the ergodic Hilbert transform. Ann. Probab. 15 831 835.
Mathematical Reviews (MathSciNet): MR88h:47012
Zentralblatt MATH: 0634.47008
10 JONES, R. L. 1993 . Ergodic averages on spheres. J. Anal. Math. 61 29 45.
Zentralblatt MATH: 0828.28007
11 KATZNELSON, Y. 1976 . An Introduction to Harmonic Analy sis. Dover, New York.
Mathematical Reviews (MathSciNet): MR54:10976
12 LACEY, M. T. 1995 . Ergodic averages on circles. J. Anal. Math. 67. To appear.
Mathematical Reviews (MathSciNet): MR97f:28045
Zentralblatt MATH: 0874.28021
13 ROSINSKI, J. 1995 . On the structure of stationary stable processes. Ann. Probab. 23 1163 1187.
Mathematical Reviews (MathSciNet): MR96k:60091
14 STEIN, E. M. 1976 . Maximal functions: spherical means. Proc. Nat. Acad. Sci. U.S. A. 73 2174 2175.
15 STEIN, E. M. and WAINGER, S. 1978 . Problems in harmonic analysis related to curvature. Bull. Amer. Math. Soc. 84 1239 1295.
Zentralblatt MATH: 0393.42010
16 STEIN, E. M. and WEISS, G. 1971 . Introduction to Fourier Analy sis on Euclidean Spaces. Princeton Univ. Press.
17 TORCHINSKY, A. 1986 . Real-Variable Methods in Harmonic Analy sis. Academic Press, San Diego.
Mathematical Reviews (MathSciNet): MR88e:42001
18 WATSON, G. N. 1922 . The Theory of Bessel Functions. Cambridge Univ. Press.
GEORGIA INSTITUTE OF TECHNOLOGY BLOOMINGTON, INDIANA 47405
ATLANTA, GEORGIA 30332 E-MAIL: mlacey@indiana.edu E-MAIL: houdre@math.gatech.edu

2009 © Institute of Mathematical Statistics