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On the a.s. convergence of certain random series to a fractional random field in

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  • Medina, Juan Miguel
  • Frías, Bruno Cernuschi

Abstract

We prove the almost sure convergence in the sense of Schwartz distributions of certain random series. This result is useful to construct some type of fractional random fields. These series resemble the Karhunen-Loeve expansions.

Suggested Citation

  • Medina, Juan Miguel & Frías, Bruno Cernuschi, 2005. "On the a.s. convergence of certain random series to a fractional random field in," Statistics & Probability Letters, Elsevier, vol. 74(1), pages 39-49, August.
  • Handle: RePEc:eee:stapro:v:74:y:2005:i:1:p:39-49
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    References listed on IDEAS

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    1. Angulo, J. M. & Ruiz-Medina, M. D., 1997. "On the orthogonal representation of generalized random fields," Statistics & Probability Letters, Elsevier, vol. 31(3), pages 145-153, January.
    2. Bojdecki, Tomasz & Gorostiza, Luis G., 1999. "Fractional Brownian motion via fractional Laplacian," Statistics & Probability Letters, Elsevier, vol. 44(1), pages 107-108, August.
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