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

DOI10.1090/PROC/15922zbMATH Open1502.30008arXiv2007.06285OpenAlexW4210557189WikidataQ113822911 ScholiaQ113822911MaRDI QIDQ5097340FDOQ5097340

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)

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 $H^2(dd)$ by a Gaussian process whose covariance matrix $K$ induces a bounded operator on $l^2$, then the resulting random function is almost surely in $H^p(dd)$ for any $p>0$. The case $K=extId$, 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.

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

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zbMATH Keywords

Gaussian processcovariance matrixHardy spacerandom analytic function

Mathematics Subject Classification ID

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

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Cited In (7)

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• On inhomogeneous Bernoulli convolutions and random power series
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• Solid bases and functorial constructions for (\(p\)-)Banach spaces of analytic functions
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