A Gaussian version of Littlewood's theorem for random power series

DOI10.1090/PROC/15922MaRDI QIDQ5097340zbMATH OpenOpenAlexWikidataFDO

Authors Guozheng Cheng, Xiang Fang, Kunyu Guo, Chao Liu

Publication date 23 August 2022

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.06285

zbMATH Keywords

Gaussian process covariance matrix Hardy space random analytic function

Mathematics Subject Classification ID

Linear operators on function spaces (general) (47B38) Random power series in one complex variable (30B20)

Abstract: We prove a Littlewood-type theorem on random analytic functions for not necessarily independent Gaussian processes. We show that if we randomize a function in the Hardy space

H^{2} (d d)

by a Gaussian process whose covariance matrix

K

induces a bounded operator on

l^{2}

, then the resulting random function is almost surely in

H^{p} (d d)

for any

p > 0

. The case

K = e x t I d

, the identity operator, recovers Littlewood's theorem. A new ingredient in our proof is to recast the membership problem as the boundedness of an operator. This reformulation enables us to use tools in functional analysis and is applicable to other situations. The sharpness of the new condition and several ramifications are discussed.

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