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Thesis

Partial sum process of orthogonal series as rough process

Abstract:

In this thesis, we investigate the pathwise regularity of partial sum process of general orthogonal series, and prove that the partial sum process 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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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Research group:
Stochastic Analysis Group
Oxford college:
Keble College
Role:
Author

Contributors

Division:
MPLS
Department:
Mathematical Institute
Role:
Supervisor
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Funding agency for:
Yang, D
Publication date:
2012
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
Oxford University, UK
Language:
English
Keywords:
Subjects:
UUID:
uuid:f48d69b9-29ba-420b-a6b5-55deba847b15
Local pid:
ora:7456
Deposit date:
2013-10-15

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