Published online by Cambridge University Press: 09 April 2009
In this paper we shall deal with a probability space (S, Σ, P), a separable Banach space X having its strong dual X* and a strictly stationary random sequence defined as in [7], where are X-valued, Gelfand-Pettis (weakly) integrable [6], [9], and strongly measurable random variables. In the case when Yk's are Bochner (strongly) integrable random variables one can find the ergodic theorem for such a sequence and, with respect to strong convergence in X, in the papers [7], [8].