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Convergence and summability in the mean of random fourier-stieltjes series
, T. Patel, S. Pattanayak
Published in
2009
Volume: 32
   
Issue: 2
Pages: 231 - 237
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.
About the journal
JournalKodai Mathematical Journal
ISSN03865991