  Let $K_n(x)$ denote the Fej\'er kernel given by
$$K_n(x)=\sum_{j=-n}^n\left(1-\frac{|j|}{n+1}\right)e^{-ijx}$$ and let
$\sigma_nf(x)=(K_n\ast f)(x)$, where as usual $f\ast g$ denotes the convolution
of $f$ and $g$. Let the sequence $\{n_k\}$ be lacunary. Then the series
$$\mathcal{G}f(x)=\sum_{k=1}^\infty
\left(\sigma_{n_{k+1}}f(x)-\sigma_{n_k}f(x)\right)$$ converges unconditionally
for all $f\in L^2(\mathbb{R})$. Let $(n_k)$ be a lacunary sequence, and
$\{c_k\}_{k=1}^\infty \in \ell^\infty$. Define
$$\mathcal{R}f(x)=\sum_{k=1}^\infty
c_k\left(\sigma_{n_{k+1}}f(x)-\sigma_{n_k}f(x)\right).$$ Then there exists a
constant $C>0$ such that $$\|\mathcal{R}f\|_2\leq C\|f\|_2$$ for all $f\in
L^2(\mathbb{R})$, i.e., $\mathcal{R}f$ is of strong type $(2,2)$. As a special
case it follows that $\mathcal{G}f$ also is of strong type $(2,2)$.
