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
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;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.914247
