A matrix generalization of a theorem of Szegö

DOI10.1007/BF02056661MaRDI QIDQ2367059zbMATH OpenOpenAlexFDO

Authors L. Klotz

Publication date 28 August 1994

Published in Analysis Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02056661

zbMATH Keywords

\(L^ p\)-spacesFejér meansFourier seriesnon-negative Hermitian matrix-valued measuresRadon-Nikodým derivativeSzegö's theorem

Mathematics Subject Classification ID

Trigonometric approximation (42A10) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Prediction theory (aspects of stochastic processes) (60G25)

Review text

Let \(\lambda\) be the normalized Lebesgue measure on the unit circle \(\mathbb{T}\) of the complex plane. For a non-negative finite Borel measure \(\mu\) on \(\mathbb{T}\), let \(\mu'\) denote the Radon-Nikodým derivative of the absolutely continuous part of \(\mu\) with respect to \(\lambda\). A well- known theorem of Szegö, which has important applications in prediction theory, states that for \(p\in (0,\infty)\) \[ \exp \int_{\mathbb{T}} \log\mu' d\lambda=\inf \int_{\mathbb{T}} | 1-t|^ p d\lambda \] with the convention \(\exp\int_{\mathbb{T}} \log\mu' d\lambda= 0\) if \(\log\mu'\) is not integrable. Here \(t\) runs through the set of polynomials such that \(t(0)= 0\). \textit{V. N. Zasuhin} [C. R. (Dokl.) Akad. Sci. URSS, N. Sér. 33, 435-437 (1941)] announced and \textit{H. Helson} and \textit{D. Lowdenslager} [Acta Math. 99, 165-202 (1958; Zbl 0082.282)] proved a matrix version of Szegö's theorem in the case \(p=2\). In our paper we extend the result of these authors to arbitrary \(p\in (0,\infty)\).

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Cites work

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Cited in

(24)

• Roth's theorems for sets of matrices
• A variant of the Hausdorff theorem for multiindex matrices. I
• Two problems in multidimensional prediction theory
• Some Banach spaces of vector valued functions and an extremal problem
• Extremal problems for matrix-valued polynomials on the unit circle and applications to multivariate stationary sequences.
• On a generalization of Smirnov's theorem with some applications
• A generalization of the Kreiss matrix theorem
• The Szegő condition for Coulomb Jacobi matrices
• A matrix version of a higher-order Szegő theorem
• Notes on the Szegő minimum problem. II: Singular measures
• Maximum norm versions of the Szegő and Avram-Parter theorems for Toeplitz matrices
• A strong Szegő theorem for Jacobi matrices
• scientific article; zbMATH DE number 3849911 (Why is no real title available?)
• scientific article; zbMATH DE number 4205182 (Why is no real title available?)
• A Generalized Holder Inequality and a Generalized Szego Theorem
• Two problems in prediction theory
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• Matricial Baxter's theorem with a Nehari sequence
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• Optimal measures for Toeplitz matrices
• Szegö's theorem on Hardy spaces induced by rotation-invariant Borel measures
• Szegő's theorem for matrix orthogonal polynomials

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