Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 2002.00364

On optimal recovery of integrals of random processes

Oleg Kovalenko
View original source ↗Read source document ↗Export metadata ↓

Abstract

In this paper we prove a sharp Ostrowski type inequality for random processes of certain classes. This inequality is later applied to a solution of the optimal recovery of the integral $\int_0^1ξ_tdt$, using the random variables $ξ_{τ_1},\dots, ξ_{τ_n}$ as an information set, where $τ_1,\dots, τ_n$ are random variables. We also consider the problem of the information set optimization.

Explore related subjects

math.FA

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Oleg Kovalenko. 2020-02-02. On optimal recovery of integrals of random processes. https://doi.org/10.1016/j.jmaa.2020.123949

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Vector-valued partial sums on unbounded Vilenkin systems

Let \(\Gm=\prod_{k\ge0}\mathbb Z_{m_k}\) be a Vilenkin group that is not necessarily bounded, i.e., \(\sup_k m_k=\infty\). We prove that, for every UMD Banach space \(X\) and every \(1<p<\infty\), the Vilenkin partial-sum operators are uniformly bounded on \(L^p(\Gm;X)\), with a bound depending only on \(p\) and the UMD constant of \(X\), and not on \(\mathbf m\). This resolves an open problem arising from the work of Clément et al.~\cite{ClementDePagterSukochevWitvliet2000} and later recorded explicitly in the book of Hytönen et al.~\cite[p.~362]{HNVWI}. The proof reduces the partial-sum estimate, via a Paley conjugation identity and a tangent-sequence decoupling argument, to a decoupling inequality for Fourier projections on finite cyclic groups, which appears to be new. The same approach also yields \(\mathcal R\)-boundedness for the family of partial-sum operators associated with the finer block decomposition, thereby resolving another related problem communicated to us by Fedor Sukochev.

math.FA↗
arXiv2026

A Complex Geometric Approach to the Discrete Gabor Transform and Localization Operators on the Flat Torus

In a recent paper, the discrete Gabor transform was connected to a Gabor transform with a time frequency domain given by the flat torus. We show that the corresponding Bargmann-Fock spaces can be expressed as theta functions (or equivalently line bundles on Abelian varieties). We give applications of this viewpoint to frame results for the discrete Gabor transform. In particular, we get necessary conditions which hold in higher dimensions and can expand the known results in the one dimensional case, the primary tool being the theorem of the square. We also give an application to asymptotics of restriction operators which arises via the asymptotic behavior of Bergman kernels and Toeplitz operators for high tensor powers of line bundles and find that time frequency restriction operators on the flat torus will exhibit "plunge" behaviors similar to those of time frequency restriction operators in other contexts.

math.FA↗
arXiv2026

On a minimal Andô dilation for a pair of strict contractions

The isometric dilation of a pair of commuting contractions due to Andô is not minimal. We modify Andô's dilation and construct a minimal isometric dilation on $\mathcal H \oplus_2 \ell_2(\mathcal H \oplus_2 \mathcal H)$ for a commuting pair of strict contractions on a Hilbert space $\mathcal H$. In the same spirit, we construct under certain conditions a minimal Andô dilation for a commuting pair of strict Banach space contractions. Further, we show that an Andô dilation is possible even for a more general pair of commuting contractions $(T_1,T_2)$ on a normed space $\mathbb X$ provided that the function $A_{T_i}: \mathbb X \rightarrow \mathbb R$ given by $A_{T_i}(x)=(\|x\|^2-\|T_ix\|^2)^{\frac{1}{2}}$ defines a norm on $\mathbb X$ for $i=1,2$.

math.FA↗