{
  "id": "2002.00364",
  "version": "v1",
  "published": "2020-02-02T11:17:46.000Z",
  "updated": "2020-02-02T11:17:46.000Z",
  "title": "On optimal recovery of integrals of random processes",
  "authors": [
    "Oleg Kovalenko"
  ],
  "categories": [
    "math.FA"
  ],
  "abstract": "In this paper we prove a sharp Ostrowski type inequality for random processes of certain classes. This inequality is later applied to a solution of the optimal recovery of the integral $\\int_0^1\\xi_tdt$, using the random variables $\\xi_{\\tau_1},\\dots, \\xi_{\\tau_n}$ as an information set, where $\\tau_1,\\dots, \\tau_n$ are random variables. We also consider the problem of the information set optimization.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-02-02T11:17:46.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "26D10",
      "41A17",
      "41A44",
      "60G70"
    ],
    "keywords": [
      "optimal recovery",
      "random processes",
      "random variables",
      "sharp ostrowski type inequality",
      "information set optimization"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}