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Optimal prediction and the Klein-Gordon equation

O. H. Hald

math.NAarXiv:math/9910048

Abstract

The method of optimal prediction is applied to calculate the future means of solutions to the Klein-Gordon equation. It is shown that in an appropriate probability space, the difference between the average of all solutions that satisfy certain constraints at time t=0, and the average computed by an approximate method, is small with high probability.

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