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

DOI10.4171/ZAA/838zbMath0910.60024OpenAlexW2049351355MaRDI QIDQ1267967

Lutz 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

subordinationspectral measureorthogonal projectionHilbert-Schmidt operator-valued stationary processes

Mathematics Subject Classification ID

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

Related Items

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

Cites Work

• Über die Pseudoinverse eines zerlegten positiven linearen Operators
• Mutual subordination of multivariate stationary processes over any locally compact abelian group
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