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The Kotel’nikov-Shannon theorem for nonhomogeneous random fields. (English. Russian original) Zbl 0749.60047

Theory Probab. Math. Stat. 42, 133-136 (1991); translation from Teor. Veroyatn. Mat. Stat., Kiev 42, 111-114 (1990).

The problem of linear interpolation of nonhomogeneous random fields is considered. The Kotel’nikov-Shannon formula is proved for random fields admitting a representation in the form of a stochastic integral.

Reviewer: L.Pardo (Madrid)

MSC:

60G60	Random fields
60G25	Prediction theory (aspects of stochastic processes)

Keywords:

linear interpolation; random fields; stochastic integral

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