Bs. Rajput et C. Sundberg, ON SOME EXTREMAL PROBLEMS IN H(P) AND THE PREDICTION OF L(P)-HARMONIZABLE STOCHASTIC-PROCESSES, Probability theory and related fields, 99(2), 1994, pp. 197-210
We provide simple and succinct solutions to two dual extremal problems
in the Hardy spaces H(p), and to an aspect of the linear prediction p
roblem for a certain class of discrete and continuous parameter ''L(p)
-harmonizable'' stochastic processes, for all 1 less-than-or-equal-to
p < infinity. Two of the results presented appear new. The methods of
proof of the rest of the results provide alternate simpler and shorter
proofs for some earlier known theorems.