21st Century COE Program : Mathematics of Nonlinear Structure via Singularity

Prediction problems for stationary processes

This talk is concerned with prediction problems for stationary processes or problems of weighted trigonometrical approximation. We will discuss the following subjects:

1. Duality in prediction problems
2. Continuous analogue of orthogonal polynomials on the unit circle
3. Finite prediction for completely nondeterministic stationary processes

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