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$L^p$ properties for Gaussian random series
2008
Transactions of the American Mathematical Society
Let c = (c n ) n∈N be an arbitrary sequence of l 2 (N ) and let F c (ω) be a random series of the type where (g n ) n∈N * is a sequence of independent N C (0, 1) Gaussian random variables and (e n ) n∈N an orthonormal basis of L 2 (Y, M, µ) (the finite measure space (Y, M, µ) being arbitrary). By using the equivalence of Gaussian moments and an integrability theorem due to Fernique, we show that a necessary and sufficient condition for F c (ω) to belong to L p (Y, M, µ), p ∈ [2, ∞) for any c ∈
doi:10.1090/s0002-9947-08-04456-5
fatcat:lqj6a2a33fhq5jfit32j5xkkdu