Abstract
This note contains a some remarks concerning filtering and prediction theory. One of them is a solution to an old question of H. Furstenberg which indicates an unexpected phenomenon arising from the lack of integrability. Another gives some general results on the possibility of constructing two valued universal guessing schemes for distinguishing between classes of stochastic processes.
Original language | English |
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Pages (from-to) | 345-360 |
Number of pages | 16 |
Journal | Israel Journal of Mathematics |
Volume | 149 |
DOIs | |
State | Published - 2005 |