A unified approach to some prediction problems

Abbott, Stephen D.

doi:10.1090/S0002-9939-1995-1216809-9

A unified approach to some prediction problems
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Proc. Amer. Math. Soc. 123 (1995), 425-431 Request permission

Abstract:

In this paper we solve a general extremal problem for a nonnegative operator in Hilbert space. We show that it contains the classical infimum problems of Szegö and Kolmogorov for bounded weight functions on the circle and also prove some new prediction theorems.

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