The partial sum process of orthogonal expansion as geometric rough process with Fourier series as an example---an improvement of Menshov-Rademacher theorem

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.

Bibliographic Details
Main Authors: Yang, D, Lyons, T
Format: Journal article
Published: 2011