The structure of the Naimark dilation and Gaussian stationary processes
DOI10.1007/BF01202813zbMATH Open0562.47005OpenAlexW2038565141MaRDI QIDQ1056876FDOQ1056876
Grigore Arsene, T. 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
entropycorrelation matrixchoice sequencesGaussian stationary processes[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Szeg%EF%BF%BD%EF%BF%BD+limit+theorems&go=Go Szeg�� limit theorems]angle computationspositive definite block Toeplitz formsSchur sequencestructure of the Naimark dilation
Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Dilations, extensions, compressions of linear operators (47A20)
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