On linear extrapolation of an isotropic random field on a system of spheres. (English. Ukrainian original) Zbl 0842.60040

Kuznetsova, O. M.

Theory Probab. Math. Stat. 48, 55-60 (1994); translation from Teor. Jmovirn. Mat. Stat. 48, 79-87 (1993).

Summary: Based on a certain general theorem, the problems of filtering, prediction and estimation of the average are solved for an isotropic random field on the Cartesian product \({\mathcal F}= M\times S_\infty\), where \(M\) is an arbitrary set and \(S_\infty\) is the unit sphere in a separable Hilbert space \(H\).

MSC:

60G25	Prediction theory (aspects of stochastic processes)
62M20	Inference from stochastic processes and prediction
60G60	Random fields

Keywords:

random field on a system of spheres; filtering; prediction