On basicity of exponentials in L^ p(d) and general prediction problems

DOI10.1007/BF01876313MaRDI QIDQ1314902zbMATH OpenFDO

Authors Abol G. Miamee

Publication date 27 August 1996

Published in Periodica Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01876313

zbMATH Keywords

annihilator spacemetric projectionprediction theorystrong \(m\)-basis

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25)

Review text

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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Cites work

• Best Approximations in L^p (d μ) and Prediction Problems of Szegö, Kolmogorov, Yaglom, and Nakazi
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• Two problems in prediction theory

Cited in

(5)

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• Prediction of stationary Gaussian random fields with incomplete quarterplane past
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• Duals of random vectors and processes with applications to prediction problems with missing values

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