The partial sum process of orthogonal expansion as geometric rough processes with Fourier series as an example

Stochastic Analysis Seminar Series

We treat the first n terms of general orthogonal series evolving with n as the partial sum process, and proved that under Menshov-Rademacher condition, the partial sum process can be enhanced into a geometric 2-rough process. For Fourier series, the condition can be improved, with an equivalent condition on limit function identified. 

Location:
Speaker(s):

Danyu Yang (University of Oxford)

Date:
Monday, November 14, 2011 - 14:15
to 15:15