FOURIER SERIES OF A STOCHASTIC PROCESS $X(t,\omega) \in L^2_{s.a.p.}$

In this paper, we find the Fourier series of X(t, .omega.).mem. $L^{2}$$_{s.a.p.}$ and the Parseval relation of X(t, .omega.).mem. $L^{2}$$_{s.a.p.}$. In section 2, we investigate some basic properties of X(t, .omega.).mem. $L^{2}$$_{s.a.p.}$ In section 3, we show that the mean of X(t, .omega.).mem. $L^{2}$$_{s.a.p.}$ exists and in section 4, after showing the existence of Fourier exponents and Fourier coefficients of X(t, .omega.).mem. $L^{2}$$_{s.a.p.}$. we give the Parseval relation of X(t, .omega.).mem. $L^{2}$$_{s.a.p.}$. For convenience we will denote X(t, .omega.) as X(t) in what follows.hat follows.