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On Optimal Estimates of Random Variables

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Abstract

A class of quasilinear, mean-square optimal estimates of random variables is indicated. Optimal correlation properties of the obtained estimates are established.

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Authors and Affiliations

  1. Russian Air Force Military Educational and Scientific Center “N. E. Zhukovskiy and Yu. A. Gagarin Air Force Academy,”, Voronezh, Russia

    V. L. Khatskevich

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  1. V. L. Khatskevich
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Correspondence to V. L. Khatskevich.

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Translated from Itogi Nauki i Tekhniki, Seriya Sovremennaya Matematika i Ee Prilozheniya. Tematicheskie Obzory, Vol. 170, Proceedings of the Voronezh Winter Mathematical School “Modern Methods of Function Theory and Related Problems,” Voronezh, January 28 – February 2, 2019. Part 1, 2019.

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Khatskevich, V.L. On Optimal Estimates of Random Variables. J Math Sci 263, 590–598 (2022). https://doi.org/10.1007/s10958-022-05950-5

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  • DOI: https://doi.org/10.1007/s10958-022-05950-5

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