The structure of the Naimark dilation and Gaussian stationary processes

DOI10.1007/BF01202813zbMath0562.47005OpenAlexW2038565141MaRDI QIDQ1056876

Grigore Arsene, Tiberiu Constantinescu

Publication date: 1985

Published in: Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01202813

zbMATH Keywords

entropycorrelation matrixchoice sequencesGaussian stationary processesangle computationspositive definite block Toeplitz formsSchur sequencestructure of the Naimark dilationSzegö limit theorems

Mathematics Subject Classification ID

Gaussian processes (60G15) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Dilations, extensions, compressions of linear operators (47A20) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (4)

Structure of positive block-matrices and nonstationary prediction ⋮ Schur analysis of some completion problems ⋮ A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems ⋮ A maximum entropy principle for contractive interpolants

Cites Work

• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• Cross ratio of a nondegenerate quadruple of subspaces
• Asymptotic behavior of block Toeplitz matrices and determinants. II
• The strong Szegö limit theorem
• Past and Future
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