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On the Fourier coefficients of linear fractional stable motion.
- Source :
- Lithuanian Mathematical Journal; Jul2011, Vol. 51 Issue 3, p402-416, 15p
- Publication Year :
- 2011
-
Abstract
- Inspired by a theorem of Marcinkiewicz [J. Marcinkiewicz, On a class of functions and their Fourier series, C. R. Soc. Sci. Varsovie, 26:71-77, 1934. Reprinted in: J. Marcinkiewicz, Collected Papers (A. Zygmund (Ed.)), PaństwoweWydawnictwo Naukowe,Warsaw, 1964] stating that the maximum of the absolute values of real Fourier coefficients a and b of a function of bounded p-variation $$ \left( {p \geqslant 1} \right) $$ on an interval [0 , 1] is of order O( n) as n → ∞, we compute the Fourier coefficients of the linear fractional stable motion (LFSM) and of the closely related Riemann-Liouville (RL) process and investigate the rate of their decay. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03631672
- Volume :
- 51
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Lithuanian Mathematical Journal
- Publication Type :
- Academic Journal
- Accession number :
- 65138136
- Full Text :
- https://doi.org/10.1007/s10986-011-9135-3