DocumentCode
1744213
Title
A new version of the strong law of large numbers for dependent vector processes with decreasing correlation
Author
Poznyak, Alex S.
Author_Institution
Dept. of Autom. Control, CINVESTAV-IPN, Mexico City, Mexico
Volume
3
fYear
2000
fDate
2000
Firstpage
2881
Abstract
The 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 well-known Cramer-Lidbetter´s theorem (1969) and give more general conditions for fulfilling the strong law of large numbers within the class of vector random processes generated by a nonstationary stable forming filters with an absolutely integrable impulse function
Keywords
correlation theory; filtering theory; number theory; random processes; sequences; vectors; absolutely integrable impulse function; decreasing correlation; dependent vector processes; double averaged correlation function; nonstationary stable forming filters; strong law of large numbers; vector random processes; Adaptive control; Algorithm design and analysis; Automatic control; Convergence; Filters; Random number generation; Random processes; Random sequences; Statistics; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location
Sydney, NSW
ISSN
0191-2216
Print_ISBN
0-7803-6638-7
Type
conf
DOI
10.1109/CDC.2000.914247
Filename
914247
Link To Document