Optimal prediction with memory (Q1599055): Difference between revisions
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| Property / author: Alexandre Joel Chorin / rank | |||
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| Property / author: Ole Hansen Hald / rank | |||
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| Property / reviewed by: Georgi N. Boshnakov / rank | |||
Revision as of 03:35, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal prediction with memory |
scientific article |
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Optimal prediction with memory (English)
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4 June 2002
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The authors study dynamical systems in the case when there is some prior information, in the form of a probability distribution, about the initial state. The optimal predictors of future states in \(L^2\) sense may be obtained by taking conditional expectations. Relations between this and related concepts of probability theory to some methods in physics are discussed. Computational methods for the prediction trajectories are developed and compared.
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conditional expectation
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Langevin equations
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Hamiltonian systems
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