Random series of functions and applications

Abstract

We study the continuity properties of trajectories for some random series of functions $\sum a\_kf(\alpha X\_k(\omega ))$ where $a\_k$ is a complex sequence, $X\_k$ a sequence of real independent random variables, $f$ is a real valued function with period one and summable Fourier coefficients. We obtain almost sure continuity results for these periodic or almost periodic series for a large class of functions, where the "almost sure" does not depend on the function.