Showing $\lim\limits_{R \uparrow \infty} \frac{1}{R^3} \int_{-R}^R \psi^2 (w,x) \, dx = 0$

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Let $(\Omega, \mathcal A, P)$ be a probability space.

Let $\psi:\Omega\times\mathbb R \rightarrow \mathbb R $ such that

  • $\int_{-1}^{1} \psi(w,x)\, dx = 0 ,\, \forall \omega \in \Omega$
  • $\psi'$, the derivative of $\psi$ w.r.t $x$, is a stationary process
  • $E[\psi'(\omega, x)] = 0 ,\, \forall x \in \mathbb R$
  • $Var[\psi'(\omega, x)] < \infty ,\, \forall x \in \mathbb R$

Then almost surely, $$\lim\limits_{R \uparrow \infty} \frac{1}{R^3} \int_{-R}^R \psi^2 (w,x) \, dx = 0$$