arXiv · 1109.1072
The partial sum process of orthogonal expansion as geometric rough process with Fourier series as an example---an improvement of Menshov-Rademacher theorem
Abstract
In this paper, we prove that the partial sum process of general orthogonal series 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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Danyu Yang, Terry J. Lyons. 2013-10-07. The partial sum process of orthogonal expansion as geometric rough process with Fourier series as an example---an improvement of Menshov-Rademacher theorem. https://doi.org/10.1016/j.jfa.2013.08.032
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