Summary
We providesimple andsuccinct solutions to two dual extremal problems in the Hardy spacesH p, and to an aspect of the linear prediction problem for a certain class of discrete and continuous parameter “L p-harmonizable” stochastic processes, for all 1≦p<∞. Two of the results presented appear new. The methods of proof of the rest of the results provide alternatesimpler andshorter proofs for some earlier known theorems.
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This research is partially supported by AFSOR Grant No. 90-016 8 and the University of Tennessee Science Alliance, a State of Tennessee Center of Excellence
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Rajput, B.S., Sundberg, C. On some extremal problems in Hp and the prediction ofL p-harmonizable stochastic processes. Probab. Th. Rel. Fields 99, 197–210 (1994). https://doi.org/10.1007/BF01199022
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DOI: https://doi.org/10.1007/BF01199022
Mathematics Subject Classification
- 30D55
- 60G25
- 62M20
- 60E07