A Stochastic Characterization of Arov‐completable Matrix‐valued Schur Functions
Publication:4321088
DOI10.1002/mana.19941690112zbMath0904.47012MaRDI QIDQ4321088
Bernd Kirstein, Bernd Fritzsche
Publication date: 19 January 1999
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19941690112
matrix-valued function; block partition; \((p,q)\)-type Arov-inner; Arov-completable; backward and forward innovation vectors; holomorphic \(p\times q\) matrix-valued function
60G10: Stationary stochastic processes
47A56: Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones)
47A57: Linear operator methods in interpolation, moment and extension problems
60G25: Prediction theory (aspects of stochastic processes)
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Cites Work
- Left and right Blaschke-Potapov products and Arov-singular matrix-valued functions
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