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CONTENTSIntroduction......................................................................................................................................... 5I. Prediction of strictly stationary random fields.................................................................................... 6II. Prediction of stationary-in-norm fields in Banach spaces of random variables........................ 23 § 1. Banach spaces of random variables................................................................................ 23 § 2. Prediction of stationary-in-norm sequences of random variables.............................. 25 § 3. Markov optimization property of stationary-in-norm sequences................................... 28 § 4. Definition of a stationary-in-norm random field admitting a prediction....................... 37 § 5. Decomposition Theorem..................................................................................................... 39 § 6. Stochastic measures........................................................................................................... 40 § 7. Completely non-deterministic random fields................................................................. 52III. Prediction of strictly stationary random fields on groups.............................................................. 60References................................................................................................................................................. 69
Nguyen Van Thu. Prediction problems. Warszawa: Instytut Matematyczny Polskiej Akademi Nauk, 1980. <http://eudml.org/doc/268607>.
@book{NguyenVanThu1980, abstract = {CONTENTSIntroduction......................................................................................................................................... 5I. Prediction of strictly stationary random fields.................................................................................... 6II. Prediction of stationary-in-norm fields in Banach spaces of random variables........................ 23 § 1. Banach spaces of random variables................................................................................ 23 § 2. Prediction of stationary-in-norm sequences of random variables.............................. 25 § 3. Markov optimization property of stationary-in-norm sequences................................... 28 § 4. Definition of a stationary-in-norm random field admitting a prediction....................... 37 § 5. Decomposition Theorem..................................................................................................... 39 § 6. Stochastic measures........................................................................................................... 40 § 7. Completely non-deterministic random fields................................................................. 52III. Prediction of strictly stationary random fields on groups.............................................................. 60References................................................................................................................................................. 69}, author = {Nguyen Van Thu}, keywords = {stationary-in-norm field; wold decomposition; stochastic measures; stationary random fields on groups}, language = {eng}, location = {Warszawa}, publisher = {Instytut Matematyczny Polskiej Akademi Nauk}, title = {Prediction problems}, url = {http://eudml.org/doc/268607}, year = {1980}, }
TY - BOOK AU - Nguyen Van Thu TI - Prediction problems PY - 1980 CY - Warszawa PB - Instytut Matematyczny Polskiej Akademi Nauk AB - CONTENTSIntroduction......................................................................................................................................... 5I. Prediction of strictly stationary random fields.................................................................................... 6II. Prediction of stationary-in-norm fields in Banach spaces of random variables........................ 23 § 1. Banach spaces of random variables................................................................................ 23 § 2. Prediction of stationary-in-norm sequences of random variables.............................. 25 § 3. Markov optimization property of stationary-in-norm sequences................................... 28 § 4. Definition of a stationary-in-norm random field admitting a prediction....................... 37 § 5. Decomposition Theorem..................................................................................................... 39 § 6. Stochastic measures........................................................................................................... 40 § 7. Completely non-deterministic random fields................................................................. 52III. Prediction of strictly stationary random fields on groups.............................................................. 60References................................................................................................................................................. 69 LA - eng KW - stationary-in-norm field; wold decomposition; stochastic measures; stationary random fields on groups UR - http://eudml.org/doc/268607 ER -
