具有离散参数齐次随机场的线性预测与马氏性(Ⅵ)  

Linear Prediction and Markov Property of a Homogeneous Random Field with Discrete Parameters(Ⅵ)

作　　者：徐业基[1] 

机构地区：[1]复旦大学统计学系,上海200433

出　　处：《大学数学》2013年第3期37-41,共5页College Mathematics

摘　　要：继续讨论具有离散参数齐次随机场的线性预测与马氏性,根据实际应用,提出了更广泛的马氏性的定义,并对特殊的谱密度,求出了3/4平面上预测问题的简单明显的预测值与预测误差公式,并证明它具有更广泛的马氏性.The Linear prediction and Markov property of a homogeneous random field with discrete parameters are discussed continually. The more general definition of Markov property are given for the application of practice. The simply formula of prediction and prediction error are obtained for prediction problem of 3/4 plane, and the more general Markov property are proved in the condition of specific spectral density.

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]