Screening conjecture under directional derivative predictability

Let ZZ be a spatial process with spectral density ff satisfying condition (f-cond), let NεN_\varepsilon be a set of observations approaching the origin, and let b(r)b(r) denote the frequency ball of radius rr. Assume that, for each coordinate direction xjx_j, j=1,,nj=1,\ldots,n, every mean square derivative of ZZ at the origin in that direction can be predicted from Z(Nε)Z(N_\varepsilon) with mean squared error tending to 00 as ε0\varepsilon\downarrow0. Screening conjecture. For every r>0r>0,

limε0Ee{Nεb(r)c}2Ee{Nε}2=1.\lim_{\varepsilon\downarrow0} \frac{Ee\{N_\varepsilon\cup b(r)^c\}^2}{Ee\{N_\varepsilon\}^2}=1.

The conjecture proposes a sufficient condition for screening by nearby observations: once all directional mean square derivatives are asymptotically predictable, observations outside any fixed frequency ball should contribute negligibly to the prediction error. The source presents it as consistent with all examples discussed, but supplies no resolution.

Sources & referencesView supporting material

Primary source

Michael L. Stein, “When does the screening effect hold?”, arXiv:1203.1801 (2012).

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