Commutator of two projections in prediction theory

DOI10.1017/S0004972700004500zbMath0595.47028OpenAlexW2107186824MaRDI QIDQ3726838

Takahiko Nakazi

Publication date: 1986

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972700004500

zbMATH Keywords

stochastic processcommutatorprediction problemsnonnegative weight functionspectral density of a discrete weakly stationary Gaussianspectral density of a discrete weakly stationary Gaussian stochastic process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Riesz operators; eigenvalue distributions; approximation numbers, (s)-numbers, Kolmogorov numbers, entropy numbers, etc. of operators (47B06) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Commutators, derivations, elementary operators, etc. (47B47)

Cites Work

• The spectral density of a strongly mixing stationary Gaussian process
• Two algebras of bounded functions
• Weighted trigonometrical approximation on \(R^ 1\) with application to the germ field of a stationary Gaussian noise
• A problem in prediction theory
• Past and Future

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