Summary
A new kind of « prediction problem » is defined and studied, first for certain special distributions and then generally. The general results are connected with conjugate trigonometric series.
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To Giovanni Sansone on his 70th birth day.
The authors acknowledge the support of theAlfred P. Sloan Foundation and the National Science Foundation, respectively.
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Helson, H., Szegö, G. A problem in prediction theory. Annali di Matematica 51, 107–138 (1960). https://doi.org/10.1007/BF02410947
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DOI: https://doi.org/10.1007/BF02410947