Randomly Weighted Series of Contractions in Hilbert Spaces.

DOI10.7146/math.scand.a-12606zbMath0881.40002MaRDI QIDQ4357335

Goran Peskir, Michel J. G. Weber, Dominique Schneider

Publication date: 22 January 1998

Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/167407

zbMATH Keywords

covariance function; Gaussian processes; Bochner theorem; spectral measure; operator norm; Gaussian randomization; contractions in Hilbert spaces; Kolmogorov's three series theorem; spectral lemma; orthogonal stochastic measure; Herglotz theorem; mean zero random variables; randomly weighted series; Szidon's theorem on lacunary trigonometrical series

Mathematics Subject Classification ID

60G15: Gaussian processes

60G50: Sums of independent random variables; random walks

40A05: Convergence and divergence of series and sequences

40A30: Convergence and divergence of series and sequences of functions

47A60: Functional calculus for linear operators

42A20: Convergence and absolute convergence of Fourier and trigonometric series

42A24: Summability and absolute summability of Fourier and trigonometric series

60F25: (L^p)-limit theorems

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