Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the optimal designs for the prediction of complex Ornstein-Uhlenbeck
  processes   Physics, chemistry, biology or finance are just some examples out of the many
fields where complex Ornstein-Uhlenbeck (OU) processes have various
applications in statistical modelling. They play role e.g. in the description
of the motion of a charged test particle in a constant magnetic field or in the
study of rotating waves in time-dependent reaction diffusion systems, whereas
Kolmogorov used such a process to model the so-called Chandler wobble, the
small deviation in the Earth's axis of rotation. A common problem in these
applications is deciding how to choose a set of a sample locations in order to
predict a random process in an optimal way. We study the optimal design problem
for the prediction of a complex OU process on a compact interval with respect
to integrated mean square prediction error (IMSPE) and entropy criteria. We
derive the exact forms of both criteria, moreover, we show that optimal designs
based on entropy criterion are equidistant, whereas the IMSPE based ones may
differ from it. Finally, we present some numerical experiments to illustrate
selected cases of optimal designs for small number of sampling locations.

29
The categories of this paper are: funct-an
9
The categories of this paper are: nlin
30
The categories of this paper are: q-alg
5
The categories of this paper are: gr-qc
12
The categories of this paper are: nucl-th
20
The categories of this paper are: acc-phys
1
The categories of this paper are: cs
10
The categories of this paper are: q-bio
4
The categories of this paper are: cond-mat
18
The categories of this paper are: econ
22
The categories of this paper are: chao-dyn
15
The categories of this paper are: nucl-ex
24
The categories of this paper are: dg-ga
8
The categories of this paper are: hep-ex
33
The categories of this paper are: plasm-ph
27
The categories of this paper are: comp-gas