Orthogonal projection and restricted subordination of Hilbert-Schmidt operator-valued stationary processes

DOI10.4171/ZAA/838MaRDI QIDQ1267967zbMATH OpenOpenAlexFDO

Authors L. Klotz

Publication date 6 April 1999

Published in Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4171/zaa/838

zbMATH Keywords

Hilbert-Schmidt operator-valued stationary processesorthogonal projectionspectral measuresubordination

Mathematics Subject Classification ID

Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Review text

Summary: The paper contains two results on subordination of stationarily correlated Hilbert-Schmidt operator-valued stationary processes. First an explicit form of the spectral measure of the orthogonal projection of one process onto another is stated. On the basis of this result \textit{B. Fritzsche}'s and \textit{B. Kirstein}'s solution of the restricted subordination problem for finite-dimensional processes [Optimization 17, 387-397 (1986; Zbl 0589.60033)] is generalized to Hilbert-Schmidt operator-valued processes.

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• scientific article; zbMATH DE number 3399886 (Why is no real title available?)
• scientific article; zbMATH DE number 3105270 (Why is no real title available?)
• Mutual subordination of multivariate stationary processes over any locally compact abelian group
• Über die Pseudoinverse eines zerlegten positiven linearen Operators

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• An interpolation problem for Hilbert-Schmidt operator-valued stationary processes

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