On Extrapolation of a Random Field Satisfying the Wave Equation
Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 2, pp. 220-223
Cet article a éte moissonné depuis la source Math-Net.Ru
This paper deals with the linear extrapolation problem for a random homogeneous field $u(t,x)$ satisfying the equation ${{\partial ^2 u}/{\partial t^2}}={{a^2\partial^2 u}/{\partial x^2}}$. Assuming that the field is known in the region $-c\leq x\leq c,t\leq -{c/a}$, best linear extrapolation formulas and mean square errors are given for any value $u(t,x)$ outside of this region.
@article{TVP_1963_8_2_a12,
author = {M. I. Fortus},
title = {On {Extrapolation} of a {Random} {Field} {Satisfying} the {Wave} {Equation}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {220--223},
year = {1963},
volume = {8},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1963_8_2_a12/}
}
M. I. Fortus. On Extrapolation of a Random Field Satisfying the Wave Equation. Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 2, pp. 220-223. http://geodesic.mathdoc.fr/item/TVP_1963_8_2_a12/