Abstract
In 1979, Pisier proved remarkably that a sequence of independent and identically distributed standard Gaussian random variables determines, via random Fourier series, a homogeneous Banach algebra P strictly contained in C(T), the class of continuous functions on the unit circle T and strictly containing the classical Wiener algebra A(T), that is, A(T)⫋P⫋C(T). This improved some previous results obtained by Zafran in solving a long-standing problem raised by Katznelson. In this paper, we extend Pisier’s result by showing that any probability measure on the unit circle defines a homogeneous Banach algebra contained in C(T). Thus Pisier algebra is not an isolated object but rather an element in a large class of Pisier-type algebras. We consider the case of spectral measures of stationary sequences of Gaussian random variables and obtain a sufficient condition for the boundedness of the random Fourier series ∑ n∈Zfˆ(n)ξnexp(2πint) in the general setting of dependent random variables (ξn).
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