Some remarks on experimental design for estimating the expectation of a stationary random process

For estimation of the mean of a stationary random process the variance-optimal choice of the observation points (the so called experimental design) is considered. For this discrete and continuous designs are introduced, some known results of process statistics are interpreted to experimental design and a proposal for simplification of the minimization problem is offered, moreover it is proved, that for monotone decreasing eovarianee functions a design, for which the points near the ends of the observation interval are more dense than in the middle, is better than the equidistant design.