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Interpolation problem for multidimensional stationary random field
Moklyachuk Mykhaylo 1 , Masyutka Oleksandr 2
1 Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, 01601, Ukraine
2 Department of Mathematics and Theoretical Radiophysics, Taras Shevchenko National University of Kyiv, Kyiv, 03680, Ukraine
Keywords: multidimensional stationary random field, optimal linear estimate, minimax-robust estimate, minimax spectral characteristic, least favorable spectral density
Abstract

In the article we propose methods of the mean-square optimal linear interpolation of the functional which depend on the unknown values of the multidimensional stationary random field based on observed data of the field with noise. Under condition of spectral certainty when the spectral densities of the stationary fields are known we derive formulas for calculating the spectral characteristics and the mean-square errors of the estimates of the functional. Analogous results are derived for the case of observations of the field without noise. In the case of spectral uncertainty when certain sets of admissible densities are given we derive the relations that the least spectral densities satisfy.

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Paper Received 2/18/2026
Paper Accepted 3/16/2026
Published Online 3/16/2026
Cite
ACS Style
Moklyachuk , M.; Masyutka , O. Interpolation problem for multidimensional stationary random field. Bukovinian Mathematical Journal. 2026, 14 https://doi.org/https://doi.org/10.31861/bmj2026.01.08
AMA Style
Moklyachuk M, Masyutka O. Interpolation problem for multidimensional stationary random field. Bukovinian Mathematical Journal. 2026; 14(1). https://doi.org/https://doi.org/10.31861/bmj2026.01.08
Chicago/Turabian Style
Mykhaylo Moklyachuk , Oleksandr Masyutka . 2026. "Interpolation problem for multidimensional stationary random field". Bukovinian Mathematical Journal. 14 no. 1. https://doi.org/https://doi.org/10.31861/bmj2026.01.08
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