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On the rate of convergence in the strong law of large numbers for stationary processes

V. F. Gapoškin

Moscow

Abstract: If the covariance of a stationary (in a wide sense) process decreases with some rate, then means $\sigma_T$ (see (2)) converge to 0 a. s. We obtain the estimates for the rate of this convergence. These estimates are the best in a some sense.

Received: 18.12.1979

 English version: Theory of Probability and its Applications, 1982, 26:4, 706–720

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