On the structure of the maximum entropy extension

DOI10.1080/02331938908843430zbMath0674.15004OpenAlexW1974299252MaRDI QIDQ3828138

Bernd Kirstein, Bernd Fritzsche

Publication date: 1989

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938908843430

zbMATH Keywords

central extensionband extensionmaximum entropy extensionmatrix ball descriptionnon-negative Hermitian block matrix extension

Mathematics Subject Classification ID

Factorization of matrices (15A23) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (6)

Geometric aspects of the Carathéodory extension problem ⋮ A correlation-theoretical interpretation of schur analysis ⋮ A schur analysis approach to maximum distance problems in hubert space and prediction ⋮ A Schur analysis approach to minimum distance problems ⋮ On Arov-normalized \(j_{pq}\)-elementary factors ⋮ Inverse problems for positive Hermitian block Toeplitz matrices and nondegenerate Schur sequences

Cites Work

• Shift invariant subspaces, factorization, and interpolation for matrices. I. The canonical case
• The maximum distance problem and band sequences
• Extensions of band matrices with band inverses
• An Extension Problem for Non-Negative Hermitian Block Toeplitz Matrices
• A matrix extension problem with entropy optimization
• A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems
• On a Class of Matrix Completion Problems

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