On the prediction of vector-valued random fields and the spectral distribution of their evanescent component |
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Authors: | Christophe Cuny |
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Affiliation: | Université de la Nouvelle-Calédonie, Equipe ERIM, New Caledonia |
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Abstract: | Let (Xm,n)(m,n)∈Z2 be a Cp-valued wide sense stationary process. We study the prediction theory of such processes according to different total orders on Z2. In the case of a “rational order”, we give the spectral distribution of the resulting evanescent component and prove that for two different rational orders, the resulting evanescent components are mutually orthogonal. |
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Keywords: | 60G25 60G60 42B99 |
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