Prediction problem for random fields on groups

• Date: 2007
• Main Author: Moklyachuk, M.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2007
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4518
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Prediction problem for random fields on groups / M. Moklyachuk // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 148–162. — Бібліогр.: 20 назв.— англ.

The problem considered is the problem of optimal linear estimation of the functional Aξ = ∑↑∞↓j=0 ∫↓G a(g, j)ξ(g, j)dg which depends on the unknown values of a homogeneous random field ξ(g, j) on the group G × Z from observations of the field ξ(g, j) + η(g, j) for (g, j) belongs G×{−1,−2, . . .}, wher...