The partial sum process of orthogonal expansion as geometric rough processes with Fourier series as an example

Monday 14th November 2020 – 14:15 to 15:15

Speaker: Danyu Yang (University of Oxford)

We treat the first n terms of general orthogonal series evolving with n as the partial sum process, and proved that under Menshov-Rademacher condition, the partial sum process can be enhanced into a geometric 2-rough process. For Fourier series, the condition can be improved, with an equivalent condition on limit function identified.

Part of the Stochastic Analysis Seminar Series