Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 4, pp. 720-733
Citer cet article
V. F. Gapoškin. On the rate of convergence in the strong law of large numbers for stationary processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 26 (1981) no. 4, pp. 720-733. http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a3/
@article{TVP_1981_26_4_a3,
author = {V. F. Gapo\v{s}kin},
title = {On the rate of convergence in the strong law of large numbers for stationary processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {720--733},
year = {1981},
volume = {26},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a3/}
}
TY - JOUR
AU - V. F. Gapoškin
TI - On the rate of convergence in the strong law of large numbers for stationary processes
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1981
SP - 720
EP - 733
VL - 26
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a3/
LA - ru
ID - TVP_1981_26_4_a3
ER -
%0 Journal Article
%A V. F. Gapoškin
%T On the rate of convergence in the strong law of large numbers for stationary processes
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1981
%P 720-733
%V 26
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1981_26_4_a3/
%G ru
%F TVP_1981_26_4_a3
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.