A maximum entropy principle for contractive interpolants (Q1073316)

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A maximum entropy principle for contractive interpolants
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    A maximum entropy principle for contractive interpolants (English)
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    1986
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    In this paper a maximum entropy principle is established for a class of continuous contractive \(m\times n\) matrix valued functions g with preassigned Fourier coefficients \(g_ j=\gamma_ j\) for \(j=0,1,... \). The function g in this class which achieves the maximum entropy is characterized in a number of different ways and its entropy is computed in terms of a Hankel operator based on the prescribed matrices \(\gamma_ 0,\gamma_ 1,... \). A pair of seemingly new Szegö type formulas are obtained enroute and some applications to Nevanlinna-Pick interpolation are indicated.
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    band extensions
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    positive extensions
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    Szegö formulas
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    entropy inequalities
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    maximum entropy principle
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    Hankel operator
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    Szegö type formulas
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    Nevanlinna-Pick interpolation
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