An optimal estimate for extrapolation from a finite set in the Wiener class (Q5932621)

The author studies the problem of optimal extrapolation from a finite set for functions in the Wiener class, i.e. in the class of entire functions with finite spectrum. The object of the study is the class \(W_{\sigma}^n = W(\sigma_1,\dots,\sigma_n)\) of entire functions \(\{f\}\) satisfying the inequality \[ |f(z)|< C_f\exp\{\sigma_1|\operatorname{Im}z_1|+ \cdots + \sigma_n|\operatorname{Im}z_n|\}, \quad z\in\mathbb C^n, \] with \(\sigma_1 > 0\), \(\dots\), \(\sigma_n > 0\), \(C_f = \operatorname{const}>0\), and belonging to \(L_2(\mathbb R^n)\) on the real subspace \(\mathbb R^n\) of \(\mathbb C^n\). The author obtains formulas for the unremovable error of the best analytic continuation from exact data on a finite set in \(W_{\sigma}^n\) and for other parameters of optimal extrapolation. Moreover, an analog of the well-known Kotel'nikov formula is presented in the case of finitely many measurements. The extremal properties of functions in \(W_{\sigma}^n\) and their derivatives are studied together with their applications to estimating the optimal extrapolation error. The necessity of such an estimate is explained by bulkiness of the formula for the error in the general case. For functions belonging to the Wiener class \(W_{\sigma}^1\), the author obtains a simple estimate from above for the unremovable error \(\Omega_N(z_0)\) of optimal extrapolation from an arbitrary finite set \(U_N = \{z_1, z_2, \dots, z_N\}\subset\mathbb C\) to a point \(z_0 \in \mathbb C\setminus U_N\). Moreover, the asymptotic behavior of \(\Omega_N(z_0)\) is investigated in the case when the set \(U_N\) is constituted by knots of a uniform grid on a given interval of the real axis and the number of these knots increases indefinitely.