Inversion of a truncated Toeplitz operator and limit theorems of Szegő

DOI10.5802/ambp.216zbMath1138.47023MaRDI QIDQ2469443

Jean Chanzy

Publication date: 5 February 2008

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_2006__13_1_111_0

zbMATH Keywords

Toeplitz matrix; Toeplitz operators; matrix inversion; linear prediction

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

15A09: Theory of matrix inversion and generalized inverses

47B35: Toeplitz operators, Hankel operators, Wiener-Hopf operators

60G25: Prediction theory (aspects of stochastic processes)

Related Items

Szegő limit theorems in the matrix case, Inverse of the discrete Laplacian in the two-dimensional Poisson-Dirichlet problem on a rectangle

Cites Work

• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• Prediction theory and Fourier series in several variables
• Matrices and indefinite scalar products
• Inversion de la matrice de Toeplitz en d dimensions et développement asymptotique de la trace de l'inverse à l'ordre d. (Inversion of the Toeplitz matrix in d dimensions and asymptotic development of the trace of the inverse of order d)
• Factorization of measurable matrix functions. Ed. by Georg Heinig. Transl. from the Russian by Bernd Luderer. With a foreword by Bernd Silbermann. (Licensed ed.)
• Classes of linear operators. Vol. I
• Asymptotic behavior of block Toeplitz matrices and determinants. II
• Introduction to large truncated Toeplitz matrices
• Classes of linear operators. Vol. II
• Inverses and spectral properties of Toeplitz matrices with singular symbol
• Asymptotic behavior of block Toeplitz matrices and determinants
• Exact and asymptotic inverse of the Toeplitz matrix with polynomial singular symbol
• A class of Toeplitz forms and their application to probability theory
• Matrix Analysis
• The Derivative of a Determinant
• On Direct Methods for Solving Poisson’s Equations
• Matrix theory. Basic results and techniques
• The asymptotic determinant of the discrete Laplacian
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item