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Bibliography

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S. D. Chatterji, A note on the convergence of Banach space-valued martingales, Math Ann. 153 (1964), 142-149. MR 0161376 (28:4583)

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J. Delporte, Convergence uniforme presque sûre de séries de fonctions aléatoires normales presque sûrement continue, C. R. Acad. Sci. Paris 256 (1963), 3949-3952. MR 0149517 (26:7003)

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J. L. Doob, Stochastic processes, Wiley, New York, 1953. MR 0058896 (15:445b)

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M. Kac and A. J. F. Siegert, An explicit representation of a stationary gaussian process, Ann. Math. Statist. 18 (1947), 438-442. MR 0021672 (9:97a)

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R. C. Paley and N. Wiener, Fourier transforms in the complex domain, Amer. Math. Soc. Colloq. Publ., Vol. 19, Amer. Math. Soc., Providence, R. I., 1934.

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F. S. Scalora, Abstract martingale convergence theorems, Pacific J. Math. 11 (1961), 347-374. MR 0123356 (23:A684)

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L. A. Shepp, Radon-Nikodym derivatives of gaussian measures, Ann. Math. Statist. 37 (1966), 321-354. MR 0190999 (32:8408)