Article ID Journal Published Year Pages File Type
4623723 Journal of Mathematical Analysis and Applications 2006 26 Pages PDF
Abstract

We give an example of a Gaussian random Fourier series, of which the normalized remainders have their sojourn times converging in variation, namely the convergence in the space L1(R) of the related density distributions, to the Gaussian density. The convergence in the space L∞(R) is also proved. In our approach, we use local times of Gaussian random Fourier series.

Related Topics
Physical Sciences and Engineering Mathematics Analysis