Published in Transactions of the American Mathematical Society, Volume 348, Issue 7, July 1, 1996, pages 2845-2866.
This article was first published in Transactions of the American Mathematical Society, published by the American Mathematical Society. Copyright © 1996 American Mathematical Society.
NOTE: At the time of publication, the author Theodore P. Hill was not yet affiliated with Cal Poly.
The definitive version is available at http://dx.doi.org/10.1090/S0002-9947-96-01681-9.
Strong laws of large numbers are given for L-statistics (linear combinations of order statistics) and for U-statistics (averages of kernels of random samples) for ergodic stationary processes, extending classical theorems of Hoeffding and of Helmers for iid sequences. Examples are given to show that strong and even weak convergence may fail if the given sufficient conditions are not satisfied, and an application is given to estimation of correlation dimension of invariant measures.