Convergence and summability in the mean of random fourier-stieltjes series
Dash, Saroj Kumar ; Patel, Tanaya ; Pattanayak, Swadheenananda
Kodai Math. J., Tome 32 (2009) no. 1, p. 231-237 / Harvested from Project Euclid
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We show that the random Fourier-Stieltjes (RFS) series associated with a stochastic process of independent and symmetric increments whose laws belong to the domain of symmetric stable distribution converges in the mean to a stochastic integral. We also show that the conjugate RFS series converges in the mean to a stochastic integral. Both the series are also shown to be Abel summable.
Publié le : 2009-06-15
Classification:  
@article{1245982905,
     author = {Dash, Saroj Kumar and Patel, Tanaya and Pattanayak, Swadheenananda},
     title = {Convergence and summability in the mean of random fourier-stieltjes series},
     journal = {Kodai Math. J.},
     volume = {32},
     number = {1},
     year = {2009},
     pages = { 231-237},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1245982905}
}

Dash, Saroj Kumar; Patel, Tanaya; Pattanayak, Swadheenananda. Convergence and summability in the mean of random fourier-stieltjes series. Kodai Math. J., Tome 32 (2009) no. 1, pp.  231-237. http://gdmltest.u-ga.fr/item/1245982905/