No label defined (Q4940298)

The authors consider a random field \(\xi(x,y)\), \(x\geq 0\), \(y\geq 0\), which may be given in the following form \[ \xi(x,y)=\theta xy+w(x,y),\tag{1} \] where \(w(x,y)\) is a Wiener field and \(\theta\) is a Gaussian variable with \(E\theta=0\), \(E\theta^2= \sigma^2\) independent of \(w(x,y)\). The authors suppose that the field (1) is observed on a monotone increasing curve \(\Gamma\): \(y= f(x)\), \(x\in[a,b],0<a<b,\) which is continuously differentiable at points of \([a,b].\) It is necessary to restore the value of the field in the point \((u,v)\) which does not belong to \(\Gamma.\) By the restoration the authors understand the construction of the best evaluation in mean-square sense \(m(u,v)= E\{\xi(u,v)/{\mathcal L}\}\) with the error \(d^2(u,v)= E\{[\xi(u,v)-m(u,v)]^2/{\mathcal L}\}\), where \({\mathcal L}=\sigma\{\xi(x,y)\colon (x,y)\in \Gamma\}.\) The authors give some theorems which present the best evaluation of the field (1). For example, the following assertion is proved: If \(a<u<f^{-1}(v)<b\), \(f(a)<v<f(b)\), then with probability 1 \[ \begin{aligned} m(u,v)&=\xi(u,f(u))+u\int_{u}^{f^{-1}(v)} {f'(x)\over xf'(x)+f(x)} d\xi(x), \\ d^2(u,v)&=u\Biggl(v-f(u)-u\int_{u}^{f^{-1}(v)} {(f'(x))^2\over xf'(x)+f(x)} dx\Biggr),\end{aligned} \] where \(\xi(x)=\xi(x,f(x))\), \(x\in[a,b].\)