Convergence and summability in the mean of random Fourier-Stieltjes series (Q838338)

Let \(X(t) \) be a stochastic process with independent and symmetric increments whose probability distributions belong to the domain of attraction of symmetric stable distribution. Denote \(A_n = \int_0^1 e^{-2\pi int} dX(t) \) and \(a_n = \int_0^1 e^{-2\pi int} f(t)dt \) where the measurable function \(f\) satisfies some integrability conditions. The main result of the authors states that the random Fourier-Stieltjes series \(S_n(t) = \sum_{k=-n}^n a_k A_k e^{2\pi int} \) converges in mean to the stochastic integral \(\int_0^1 f(t-u) dX(u) \) as \(n \rightarrow \infty \).