Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS
   
Mobile Device Pairing
Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN 1547-7363(online) ISSN 0094-9000(print)

 

Interpolation of a homogeneous, space-isotropic, and time-stationary random field from observations on an infinite cylindrical surface. I


Author: N. Semenovs’ka
Translated by: Oleg Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 82 (2010).
Journal: Theor. Probability and Math. Statist. 82 (2011), 139-148
MSC (2010): Primary 60G60
Published electronically: August 5, 2011
MathSciNet review: 2790489
Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: We solve the problem of interpolation of a homogeneous, space-isotropic, and time-stationary random field in the case of a finite sample observed on an infinite cylindrical surface. An explicit formula for the corresponding mean square error of interpolation is obtained. The asymptotic behavior of the error is studied as the number of observations is increasing. Conditions for the error-free approximation are given. For the problem of the error-free approximation, we find an optimal distribution of the weight coefficients in the interpolation formula.


References [Enhancements On Off] (What's this?)


Similar Articles

Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2010): 60G60

Retrieve articles in all journals with MSC (2010): 60G60


Additional Information

N. Semenovs’ka
Affiliation: Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 2, Kiev 03127, Ukraine
Email: semenovska@mail.ru

DOI: http://dx.doi.org/10.1090/S0094-9000-2011-00833-2
PII: S 0094-9000(2011)00833-2
Keywords: Isotropic random field, interpolation, optimal estimates
Received by editor(s): January 18, 2010
Published electronically: August 5, 2011
Article copyright: © Copyright 2011 American Mathematical Society