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
@book{bwmeta1.element.zamlynska-0e276b17-c453-42ee-8c59-e6a9eac6fbfb,
author = {Nguyen Van Thu},
title = {Prediction problems},
series = {GDML\_Books},
publisher = {Instytut Matematyczny Polskiej Akademi Nauk},
address = {Warszawa},
year = {1980},
zbl = {0477.60041},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.zamlynska-0e276b17-c453-42ee-8c59-e6a9eac6fbfb}
}
Nguyen Van Thu. Prediction problems. GDML_Books (1980), http://gdmltest.u-ga.fr/item/bwmeta1.element.zamlynska-0e276b17-c453-42ee-8c59-e6a9eac6fbfb/