The structure of the Naimark dilation and Gaussian stationary processes
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Publication:1056876
DOI10.1007/BF01202813zbMath0562.47005OpenAlexW2038565141MaRDI QIDQ1056876
Grigore Arsene, Tiberiu 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 processesangle computationspositive definite block Toeplitz formsSchur sequencestructure of the Naimark dilationSzegö limit theorems
Gaussian processes (60G15) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Dilations, extensions, compressions of linear operators (47A20) Prediction theory (aspects of stochastic processes) (60G25)
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Structure of positive block-matrices and nonstationary prediction, Schur analysis of some completion problems, A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems, A maximum entropy principle for contractive interpolants
Cites Work
- The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
- Cross ratio of a nondegenerate quadruple of subspaces
- Asymptotic behavior of block Toeplitz matrices and determinants. II
- The strong Szegö limit theorem
- Past and Future
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