Article PDF
References
Chernoff, H.: A measure of asymptotic efficiency for tests of a hypothesis based on the sum of observations. Ann. math. Statistics 23, 493–507 (1952).
Cramér, H.: Sur un nouveau théoreme-limite de la théorie des probabilités. Actual. sci. industr., No. 736, Paris (1938).
Doob, J. L.: Stochastic Processes. New York: John Wiley and Sons 1953.
Ibragimov, I. A.: Spectral functions of certain classes of stationary Gaussian processes. Doklady. Akad. Nauk. SSSR n. Ser. 137, 1046–1048 (1961). Translated in Soviet Mathematics 2, 403–405 (1961).
Lamperti, J., and P. Suppes: Chains of infinite order and their application to learning theory. Technical Report No. 18, Applied Math. and Stat. Lab., Stanford Univ. (1958).
Author information
Authors and Affiliations
Additional information
Research supported by the National Science Foundation, Grant NSP — G 21219.
Research supported by the Atomic Energy Commission.
Rights and permissions
About this article
Cite this article
Blum, J.R., Hanson, D.L. & Koopmans, L.H. On the strong law of large numbers for a class of stochastic processes. Z. Wahrscheinlichkeitstheorie verw Gebiete 2, 1–11 (1963). https://doi.org/10.1007/BF00535293
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF00535293