On random Fourier-stieltjes transforms

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

Let (Q, F, P) be a probability space, and let {uk}£ 1 be a se-quence of centered independent finite complex valued transition measures on Q x 8 (R"), ie,(i) for every we Q,{u:(w,)} is a sequence of finite complex valued measures on 8 (R");(ii) for every n# m and for every two Borel measurable simple functions p and b on R", the random vari-ables Jia p (u) un (w, du) and JRa b (u) um (w, du) are independent, and for every k> 1, Jad p (u) uk (w, du) is centered. Put Ve (w)=| uk (w, R") for the total variation norm and assume that {Ve} C Loo (P)
Original languageEnglish
Title of host publicationERGODIC THEORY AND RELATED FIELDS
Pages73-88
Volume430
StatePublished - 2007

Publication series

NameContemporary Mathematics

Keywords

  • Fourier-Stieltjes transforms
  • transition measures
  • random measures
  • independent random variables
  • random Fourier series
  • random power series of contractions

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