Abstract
In Chapter 11, we evaluated random processes indexed by an arbitrary index set T. In this chapter, we take advantage of some homogeneity properties of T and we investigate in this setting, using the general conclusions of Chapters 11 and 12, the more concrete random Fourier series. The tools developed so far indeed lead to a definitive treatment of those processes with applications to Harmonic Analysis. Our main reference for this chapter is the work by M. B. Marcus and G. Pisier [M-P1], [M-P2] to which we refer for an historical background and accurate references and priorities.
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Notes and References
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Ledoux, M., Talagrand, M. (1991). Stationary Processes and Random Fourier Series. In: Probability in Banach Spaces. Ergebnisse der Mathematik und ihrer Grenzgebiete, vol 23. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-20212-4_15
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