Prediction problems

Nguyen Van Thu

  • Publisher: Instytut Matematyczny Polskiej Akademi Nauk(Warszawa), 1980

Abstract

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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

How to cite

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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 -

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