Randomly Weighted Series of Contractions in Hilbert Spaces.
Gaussian processescovariance functionspectral measureoperator normBochner theoremGaussian randomizationcontractions in Hilbert spacesKolmogorov's three series theoremspectral lemmaorthogonal stochastic measureHerglotz theoremmean zero random variablesrandomly weighted seriesSzidon's theorem on lacunary trigonometrical series
Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Convergence and divergence of series and sequences (40A05) Convergence and absolute convergence of Fourier and trigonometric series (42A20) Functional calculus for linear operators (47A60) Convergence and divergence of series and sequences of functions (40A30) (L^p)-limit theorems (60F25) Summability and absolute summability of Fourier and trigonometric series (42A24)
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