具有连续参数齐次随机场的线性预测与马氏性  

LINEAR PREDICTION OF A HOMOGENEOUS RANDOM FIELD WITH CONTINUOUS PARAMETERS AND MARKOV PROPERTY

作　　者：徐业基[1] 

机构地区：[1]复旦大学管理学院统计学系,上海200433

出　　处：《数学杂志》2007年第4期476-482,共7页Journal of Mathematics

摘　　要：本文研究了具有连续参数齐次随机场的3个类型的线性预测问题和两个类型的马氏性问题,并用这3个类型的预测问题的研究结果及[1]的方法,求出了这两个类型的马氏性问题具有马氏性的充分条件和充分必要条件.且深化了[1]中结果.In this paper, three types of linear prediction and two types of Markov property of a homogeneous random field with continuous parameters are posed and discussed. By the discussed results of the three types of linear prediction and the method of [1], the necessary conditions and sufficient conditions for the Markov property are obtained.

关 键 词：线性预测 预测值 预测误差 马氏性 

分 类 号：O211.61[理学—概率论与数理统计]