Partial sum process of orthogonal series as rough process
- π€ Speaker: Danyu Yang (University of Oxford)
- π Date & Time: Wednesday 23 November 2011, 16:00 - 17:30
- π Venue: MR14, CMS
Abstract
We prove that the partial sum process of general orthogonal series is a geometric 2-rough process under the same condition as in Menshov-Rademacher Theorem. For Fourier series, the condition can be improved, and an equivalent condition on the limit function is identified.
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Wednesday 23 November 2011, 16:00-17:30