On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems (Q1314902)
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English | On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems |
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On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems (English)
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27 August 1996
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Usually in prediction theory the state space is similar with a subspace \(M\) spanned by a set of exponential functions with given frequencies. Therefore some informations about \(M\) have reflections in the corresponding prediction. Here, for a nonnegative measure which is absolutely continuous with respect to the normalized Lebesgue measure \(dm\) on the unit torus, a description of the annihilator space \(M^\perp\) is given. This permits reducing the general prediction problem related to \(M\) to an easier one related to \(M^\perp\).
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strong \(m\)-basis
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metric projection
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prediction theory
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annihilator space
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