Abstract
We show that the random Fourier-Stieltjes (RFS) series associated with a stochastic process of independent and symmetric increments whose laws belong to the domain of symmetric stable distribution converges in the mean to a stochastic integral. We also show that the conjugate RFS series converges in the mean to a stochastic integral. Both the series are also shown to be Abel summable.
Citation
Saroj Kumar Dash. Tanaya Patel. Swadheenananda Pattanayak. "Convergence and summability in the mean of random fourier-stieltjes series." Kodai Math. J. 32 (2) 231 - 237, June 2009. https://doi.org/10.2996/kmj/1245982905
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