A problem in prediction theory

A problem in prediction theory

Henry Helson;Gabor Szegö;Henry Helson;Gabor Szegö;
annali di matematica pura ed applicata 1970 Vol. 51 pp. 107-138
104
helson1970annalia

Abstract

A new kind of « prediction problem » is defined and studied, first for certain special distributions and then generally. The general results are connected with conjugate trigonometric series.

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