Randomly Weighted Series of Contractions in Hilbert Spaces.
Bochner theoremcontractions in Hilbert spacescovariance functionGaussian processesGaussian randomizationHerglotz theoremKolmogorov's three series theoremmean zero random variablesoperator normorthogonal stochastic measurerandomly weighted seriesspectral lemmaspectral measureSzidon's theorem on lacunary trigonometrical series
Convergence and divergence of series and sequences (40A05) Convergence and divergence of series and sequences of functions (40A30) Convergence and absolute convergence of Fourier and trigonometric series (42A20) Summability and absolute summability of Fourier and trigonometric series (42A24) Functional calculus for linear operators (47A60) (L^p)-limit theorems (60F25) Gaussian processes (60G15) Sums of independent random variables; random walks (60G50)
Conditions are given for the convergence of randomly weighted series of contractions in Hilbert spaces. It is shown that under these conditions the series converges in operator norm outside of a (universal) null set simultaneously for all Hilbert spaces and all contractions of them. The conditions obtained are moreover shown to be as optimal as possible. The method of proof relies upon the spectral lemma for Hilbert space contractions (which allows us to imbed the initial problem into a setting of Fourier analysis), the standard Gaussian randomization (which allows us further to transfer the problem into the theory of Gaussian processes), and finally an inequality due to \textit{X. Fernique} [Probab. Theory Relat. Fields 88, No. 4, 521-536 (1991; Zbl 0722.60032)] (which gives an estimate of the expectation of the supremum of the Gaussian (stationary) process over a finite interval in terms of the spectral measure associated with the process by means of the Bochner theorem). As a consequence of the main result we obtain: Given a sequence of independent and identically distributed mean zero random variables \(\{Z_k\}_{k\geq 1}\) defined on \((\Omega,{\mathcal F},P)\) satisfying \(E|Z_1|^2<\infty\), and \(\alpha>1/2\), there exists a (universal) \(P\)-null set \(N^*\in{\mathcal F}\) such that the series \[ \sum^\infty_{k=1} {Z_k(\omega)\over k^\alpha} T^k \] converges in operator norm for all \(\omega\in\Omega\backslash N^*\), whenever \(H\) is a Hilbert space and \(T\) is a contraction in \(H\).
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