Convergence of a canonical expansion for normal fields
Matematičeskie zametki, Tome 14 (1973) no. 4, pp. 565-572
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In the present study we consider a normal separable stochastic continuous field, and we prove the convergence of a Karhunen series with probability 1 for all parameter values. This leads in particular, to the nonrandomness of points of the discontinuity and values of the discontinuity. A criterion is presented for the convergence of the canonical expansion in a uniform norm.