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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1963 Volume 8, Issue 2, Pages 220–223 (Mi tvp4669)

This article is cited in 1 paper

Short Communications

On Extrapolation of a Random Field Satisfying the Wave Equation

M. I. Fortus

Moscow

Abstract: 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.

Received: 19.12.1961


 English version:
Theory of Probability and its Applications, 1963, 8:2, 204–207


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