Structure and entropy for positive-definite Toeplitz kernels on free semigroups (Q5927723)

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scientific article; zbMATH DE number 1580135
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Structure and entropy for positive-definite Toeplitz kernels on free semigroups
scientific article; zbMATH DE number 1580135

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    Structure and entropy for positive-definite Toeplitz kernels on free semigroups (English)
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    28 January 2002
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    The author describes the structure of positive-definite Toeplitz kernels on free semigroups and establishes its connection with noncommutative dilation theory, harmonic analysis on Fock spaces, prediction and interpolation theory for stationary stochastic processes. Some other applications are also given. Contents. 0. Introduction. 1. The structure of positive-definite Toeplitz kernels on free semigroups. 2. Szegő type limit theorems and entropy. 3. Maximal outer factors and factorization. 4. Szegő infimum and prediction theory. 5. Carathéodory interpolation and stochastic \(n\)-linear systems.
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    positive-definite Toeplitz kernels
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    entropy
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    free semigroups
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    stationary stochastic processes
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    prediction
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    interpolation
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    noncommutative dilation theory
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    harmonic analysis on Fock spaces
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    Szegő type limit theorems
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    maximal outer factors
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    Szegő infimum
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    Carathéodory interpolation
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    stochastic \(n\)-linear systems
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