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Strong Law of Large Numbers for Functionals of Random Fields With Unboundedly Increasing Covariances (2011.04874v1)

Published 10 Nov 2020 in math.PR, math.ST, and stat.TH

Abstract: The paper proves the Strong Law of Large Numbers for integral functionals of random fields with unboundedly increasing covariances. The case of functional data and increasing domain asymptotics is studied. Conditions to guarantee that the Strong Law of Large Numbers holds true are provided. The considered scenarios include wide classes of non-stationary random fields. The discussion about application to weak and long-range dependent random fields and numerical examples are given.

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