Stationary processes on the dyadic tree: prediction and covariance extension (Q817895): Difference between revisions

The authors are interested in the study of linear systems indexed by the nodes of an infinite homogeneous tree of order 2. In their previous two papers [Integral Equations Oper.\ Theory 53, No.~1, 1--22 (2005; Zbl 1100.93010); C.~R., Math., Acad.\ Sci.\ Paris 336, No.~4, 293--298 (2003; Zbl 1030.46023)], they studied the stationary and nonstationary case and defined a corresponding function theory in each of these cases. In this third paper of the study, the case of stationary and isotropic stochastic processes of order \(q=2\) is considered. In this way, some necessary definitions such as point from the infinity, order on the tree, stationarity and prediction, and analogues of the Yule-Walker equations are introduced. The analogue of the band extension when the integers are replaced by the nodes of the dyadic tree is studied. A theorem for the existence and unicity of the band extension as a positive and stationary matrix is proved. In the last section, the special case of an isotropic process is analysed, using the obtained band extension methods.