Introduction......................................................................................................................................... 5 I. Prediction of strictly stationary random fields.................................................................................... 6 II. Prediction of stationary-in-norm fields in Banach spaces of random variables........................ 23 § 1. Banach spaces of random variables................................................................................ 23 § 2. Prediction of stationary-in-norm sequences of random variables.............................. 25 § 3. Markov optimization property of stationary-in-norm sequences................................... 28 § 4. Definition of a stationary-in-norm random field admitting a prediction....................... 37 § 5. Decomposition Theorem..................................................................................................... 39 § 6. Stochastic measures........................................................................................................... 40 § 7. Completely non-deterministic random fields................................................................. 52 III. Prediction of strictly stationary random fields on groups.............................................................. 60 References................................................................................................................................................. 69
University of Wrocław, Institute of Mathematics, Wrocław, Poland
Bibliografia
[1] S. Banach, Théorie des opération linéaires, New York 1955.
[2] J. L. Doob, Stochastic processes, New York-London 1953.
[3] N. Dunford and J. T. Schwartz, Linear operators, part I, General theory, New York 1958.
[4] W. Feller, Introduction to probability theory and its applications, Vol. II, New York 1966.
[5] M. Kanter, Linear simple spaces and stable processes, J. Functional Analysis 9 (1972), pp. 441-459.
[6] M. L. Kas, On extensions of vector-valued measures (in Russian), Sibirsk. Mat. Ž. 13. 5 (1972), p. 1158.
[7] I. Koźniewska, Difference equations (in Polish), Warsaw 1972.
[8] M. Loéve, Probability theory, New York 1963.
[9] A. Pełczyński and C. Bessaga, On bases and unconditional convergence of series in Banach spaces, Studia Math. 17 (1958), pp. 151-163.
[10] A. Prékopa, On stochastic set functions, I, Acta Math. Acad. Hung. 7 (1956), pp. 215-263.
[11] M. Shilder, Some structure theorems for the symmetric stable laws, Ann. of Math. Stat. 41 (2) (1970), pp. 412-421.
[12] K. Urbanik, Prediction of strictly stationary sequences, Colloq. Math. 12 (1964), pp. 115-129.
[13] K. Urbanik, Some prediction problems for strictly stationary processes, Proceedings of the fifth Berkeley symposium on Math. Stat, and Prob., Vol. II, part I, pp. 235-257.
[14] K. Urbanik and W. A. Woyczyński, A random, integral and Orlicz spaces. Bull. Acad. Polon. Sci., Sér. math, astronom. et phys. 15.3(1967), pp. 161-169.