Baxter type theorems for generalized random Gaussian processes

S. M. Krasnitskiy, O. O. Kurchenko
Theory of Stochastic Processes
Vol.21 (37), no.1, 2016, pp.45-52
Some type of Baxter sums for generalized random processes are constructed in this work. Sufficient conditions for such a sum to converge to a non--random constant are obtained. We apply our result to a process of white noise and a derivative of fractional Brownian motion.