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On Hartman almost periodic functions

Guy CohenViktor Losert — 2006

Studia Mathematica

We consider multi-dimensional Hartman almost periodic functions and sequences, defined with respect to different averaging sequences of subsets in d or d . We consider the behavior of their Fourier-Bohr coefficients and their spectrum, depending on the particular averaging sequence, and we demonstrate this dependence by several examples. Extensions to compactly generated, locally compact, abelian groups are considered. We define generalized Marcinkiewicz spaces based upon arbitrary measure spaces...

On Billard's Theorem for Random Fourier Series

Guy CohenChristophe Cuny — 2005

Bulletin of the Polish Academy of Sciences. Mathematics

We show that Billard's theorem on a.s. uniform convergence of random Fourier series with independent symmetric coefficients is not true when the coefficients are only assumed to be centered independent. We give some necessary or sufficient conditions to ensure the validity of Billard's theorem in the centered case.

Consistency of the LSE in Linear regression with stationary noise

Guy CohenMichael LinArkady Tempelman — 2004

Colloquium Mathematicae

We obtain conditions for L₂ and strong consistency of the least square estimators of the coefficients in a multi-linear regression model with a stationary random noise. For given non-random regressors, we obtain conditions which ensure L₂-consistency for all wide sense stationary noise sequences with spectral measure in a given class. The condition for the class of all noises with continuous (i.e., atomless) spectral measures yields also L p -consistency when the noise is strict sense stationary with...

The one-sided ergodic Hilbert transform in Banach spaces

Guy CohenChristophe CunyMichael Lin — 2010

Studia Mathematica

Let T be a power-bounded operator on a (real or complex) Banach space. We study the convergence of the one-sided ergodic Hilbert transform l i m n k = 1 n ( T k x ) / k . We prove that weak and strong convergence are equivalent, and in a reflexive space also s u p n | | k = 1 n ( T k x ) / k | | < is equivalent to the convergence. We also show that - k = 1 ( T k ) / k (which converges on (I-T)X) is precisely the infinitesimal generator of the semigroup ( I - T ) | ( I - T ) X ¯ r .

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