Orthogonal projection and restricted subordination of Hilbert-Schmidt operator-valued stationary processes (Q1267967): Difference between revisions

Summary: The paper contains two results on subordination of stationarily correlated Hilbert-Schmidt operator-valued stationary processes. First an explicit form of the spectral measure of the orthogonal projection of one process onto another is stated. On the basis of this result \textit{B. Fritzsche}'s and \textit{B. Kirstein}'s solution of the restricted subordination problem for finite-dimensional processes [Optimization 17, 387-397 (1986; Zbl 0589.60033)] is generalized to Hilbert-Schmidt operator-valued processes.