A Stochastic Characterization of Arov‐completable Matrix‐valued Schur Functions

DOI10.1002/mana.19941690112zbMath0904.47012MaRDI QIDQ4321088

Bernd Fritzsche, Bernd Kirstein

Publication date: 19 January 1999

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19941690112

zbMATH Keywords

matrix-valued function; block partition; \((p,q)\)-type Arov-inner; Arov-completable; backward and forward innovation vectors; holomorphic \(p\times q\) matrix-valued function

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

47A56: Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones)

47A57: Linear operator methods in interpolation, moment and extension problems

60G25: Prediction theory (aspects of stochastic processes)

Related Items

A function-theoretic approach to a parametrization of the set of solutions of a completely indeterminate matricial Nehari problem

Cites Work

• Left and right Blaschke-Potapov products and Arov-singular matrix-valued functions
• On spectrally associated Schur functions, Arov-inner functions and a Nehari-type completion problem for Schur functions
• The square-integrability of matrix-valued functions with respect to a non-negative Hermitian measure
• Cyclic vectors and invariant subspaces of the backward shift operator
• Defect Functions of Holomorphic Contractive Matrix Functions, Regular Extensions and Open Systems