Prediction for two processes and the Nehari problem (Q675073): Difference between revisions
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Revision as of 18:54, 10 February 2024
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English | Prediction for two processes and the Nehari problem |
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Prediction for two processes and the Nehari problem (English)
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8 September 1997
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Nehari's trigonometric moment problem is the following: When one-sided \(\{\gamma_j\}\) \((j\leq 0)\) coincides with the corresponding Fourier coefficients of a function in modulus by 1. The analog between Nehari's moment problem and prediction theory for random processes is derived. This approach gives an opportunity to obtain some assertions from prediction theory for two stationary stochastic processes. The unified treatment of the Nehari moment problem is also obtained.
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trigonometric moment problem
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prediction theory
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stationary stochastic processes
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Nehari moment problem
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