scientific article; zbMATH DE number 1409854
The authors consider following problem. Let \((\Omega,\sigma,P)\) be some probability space on which the Wiener field \(w(x,y,z)\), \(x\geq 0\), \(y\geq 0\), \(z\geq 0\) is given. Suppose that one observes the Wiener field \(w(x,y,z)\), \(x,y,z\in F\), where \(F\) is some surface in the space \(R_3^+\) and wants to reconstruct the field in the point \({\tilde x},{\tilde y},{\tilde z}\notin F.\) That means the construction of the best estimation in the mean square sense for \(w({\tilde x},{\tilde y},{\tilde z})\) which is based on the values \(w(x,y,z)\), \(x,y,z\in F.\) It is known that this estimator can be given by the expression \(w({\tilde x},{\tilde y},{\tilde z}) = E\{w({\tilde x},{\tilde y},{\tilde z}) |{\mathcal F}\}\) and its error of calculation can be found as \[ d({\tilde x},{\tilde y},{\tilde z}) = E\{(w({\tilde x},{\tilde y},{\tilde z}) - {\bar m}({\tilde x},{\tilde y},{\tilde z}))^2 |{\mathcal F}\} \] where \({\mathcal F}=\sigma\{w(x,y,z), (x,y,z)\in F\}.\) The authors find explicit formulas for \({\bar m}({\tilde x},{\tilde y},{\tilde z})\) and \(d({\tilde x},{\tilde y},{\tilde z})\).
- Reconstruction of a Wiener field from its realizations on a curve
- On the reconstruction of a Wiener field on the plane by its values on two non-increasing curves
- On reconstruction of a Wiener field on the plane by its values on closed curves of certain class
- Restoration of the Wiener field in the 3D space from observations on the surface of rectangular parallelepiped
- On some problem of restoration of Wiener field on the plane
- On the renewal of a Wiener field on a plane with the use of its values on closed curves
- scientific article; zbMATH DE number 4135133
- Wiener field restoration on the plane by its realizations on parts of two monotonously not decreasing curves
- On the representation of functionals on a Wiener field
- Reconstruction of a Wiener field from its realizations on a curve
- Estimating the Wiener field defined on a right triangle
- On some problem of restoration of Wiener field on the plane
- Restoration of the Wiener field in the 3D space from observations on the surface of rectangular parallelepiped
- On the renewal of a Wiener field on a plane with the use of its values on closed curves
- On reconstruction of a Wiener field on the plane by its values on closed curves of certain class
- scientific article; zbMATH DE number 1409882 (Why is no real title available?)
- Renewal of two-parameter fields by values of Wiener fields in some domain
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4940264)
