A unified approach to some prediction problems
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- by Stephen D. Abbott PDF
- 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.References
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Additional Information
- © Copyright 1995 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 123 (1995), 425-431
- MSC: Primary 47N30; Secondary 47B99, 60G25
- DOI: https://doi.org/10.1090/S0002-9939-1995-1216809-9
- MathSciNet review: 1216809