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



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: Access granted (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

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GEORGIA INSTITUTE OF TECHNOLOGY BLOOMINGTON, INDIANA 47405
ATLANTA, GEORGIA 30332 E-MAIL: mlacey@indiana.edu E-MAIL: houdre@math.gatech.edu

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