scholarly journals Characterizations of almost surely continuous p-stable random Fourier series and strongly stationary processes

1984 ◽  
Vol 152 (0) ◽  
pp. 245-301 ◽  
Author(s):  
M. B. Marcus ◽  
G. Pisier
Keyword(s):  
Fourier Series ◽  
Stationary Processes ◽  
Strongly Stationary ◽  
Random Fourier Series

scholarly journals The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory

2016 ◽  
Vol 44 (1) ◽  
pp. 684-738 ◽  
Author(s):  
Peter K. Friz ◽  
Benjamin Gess ◽  
Archil Gulisashvili ◽  
Sebastian Riedel
Keyword(s):  
Fourier Series ◽  
Rough Paths ◽  
Random Fourier Series

Representation of Strongly Stationary Stochastic Processes

1993 ◽  
Vol 60 (3) ◽  
pp. 689-694 ◽  
Author(s):  
M. Di Paola
Keyword(s):  
Stochastic Process ◽  
Stochastic Processes ◽  
Linear Systems ◽  
Stationary Processes ◽  
Orthogonality Conditions ◽  
Probabilistic Characterization ◽  
Stationary Stochastic Processes ◽  
Fixed Order ◽  
Strongly Stationary

A generalization of the orthogonality conditions for a stochastic process to represent strongly stationary processes up to a fixed order is presented. The particular case of non-normal delta correlated processes, and the probabilistic characterization of linear systems subjected to strongly stationary stochastic processes are also discussed.

scholarly journals A Borderline Random Fourier Series

1995 ◽  
Vol 23 (2) ◽  
pp. 776-785 ◽  
Author(s):  
Michel Talagrand
Keyword(s):  
Fourier Series ◽  
Random Fourier Series
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