Suppose X is a stationary process with mean and covariance function R(k). Assume R(k) 0

Suppose X is a stationary process with mean μ and covariance function R(k). Assume R(k) → 0 as k → ∞. Show X¯ n P

→ μ. (A sufficient condition for R(k) → 0 is X is strongly mixing with E(|X1|

2+δ) < ∞; see Problem 12.33.)