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

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

Cites Work

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• Asymptotic behavior of block Toeplitz matrices and determinants. II
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• The strong Szegö limit theorem
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• Cross ratio of a nondegenerate quadruple of subspaces
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Cited In (6)

• Structure of positive block-matrices and nonstationary prediction
• A maximum entropy principle for contractive interpolants
• Title not available (Why is that?)
• Schur analysis of some completion problems
• A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems
• Title not available (Why is that?)

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