Some Notes on the Fourier Series of an Almost Periodic Weakly Stationary Process

In my former paper [3] I defined an almost periodicity of weakly sationary random processes (a.p.w.s.p.) and presented some basic results of it. In this paper I shall present some notes on the Fourier series of an a.p.w.s.p., resulting from [3]. All the conditions at the introduction of [3] are assumed to hold without repreating them here. The essential facts are as follows : The weakly stationary process $X(t,\omega), t\in(-\infty,\infty), \omega\in\Omega$, defined on a probability space $(\Omega,a,P)$, has a spectral representation $$X(t,\omega)=\int_{-\infty}^{infty}{e^{it\lambda\xi}(d\lambda,\omega)},$$ where $\xi(\lambda)$ is a random measure. Then, the continuous covariance $\rho(\mu) = E(X(t+u) X(t))$ has the form $$\rho(u)=\int_{-\infty}^{infty}{e^{iu\lambda}F(d\lambda)},$$ $E$\mid$\xi(\lambda+0)-\xi(\lambda-0)$\mid$^2 = F(\lambda+0) - F(\lambda-0) \lambda\in(-\infty,\infty)$, assumimg that $\rho(u)$ is a uniformly almost periodic function.