Volok, Dan (The Weizmann Inst. of Science), Alpay, Daniel (Ben-Gurion Univ. of the Negev)

Prediction of Stochastic Processes on Trees

Scheduled for presentation during the Mini-Symposium "New directions and problems in operator theory and system theory" (MoA12), Monday, July 24, 2006, 12:05−12:30, Room 104b

17th International Symposium on Mathematical Theory of Networks and Systems, July 24-28, 2006, Kyoto, Japan

This information is tentative and subject to change. Compiled on April 26, 2024

Abstract

We study the prediction problem for multiscale (dyadic) stationary stochastic processes and define one step positive extension of the covariance matrix which is the counterpart of the central extension in the single-scale case. The special case of isotropic dyadic processes is also considered.