Random series of functions and applications

Authors Frédéric Paccaut, Dominique Schneider

Publication date 10 February 2006

Gaussian processes (60G15) Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50)

Abstract: We study the continuity properties of trajectories for some random series of functions

s u m a_{k} f (a l p h a X_{k} (o m e g a))

where

a_{k}

is a complex sequence,

X_{k}

a sequence of real independent random variables,

f

is a real valued function with period one and summable Fourier coefficients. We obtain almost sure continuity results for these periodic or almost periodic series for a large class of functions, where the "almost sure" does not depend on the function.

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