SPIS RZEСZY Własności graniczne procesów Markowa................................................... 3 Bibliografia.................................................................................................. 41 Предельные свойства Марковских процессов(Резюме)........................ 42 Limit properties of Markoff processes (Summary)...................................... 44
By a harmonizable sequence of random variables we mean the sequence of Fourier coefficients of a random measure M: (n = 0,±1,...) The paper deals with prediction problems for sequences Xₙ(M) for isotropic and atomless random measures M. The crucial result asserts that the space of all complex-valued M-integrable functions on the unit interval is a Musielak-Orlicz space. Hence it follows that the problem for Xₙ(M) (n = 0,±1,...) to be deterministic is in fact an extremal problem of Szegö’s type...
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