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Orthogonal projection and restricted subordination of Hilbert-Schmidt operator-valued stationary processes - MaRDI portal

Orthogonal projection and restricted subordination of Hilbert-Schmidt operator-valued stationary processes (Q1267967)

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scientific article; zbMATH DE number 1211540
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Orthogonal projection and restricted subordination of Hilbert-Schmidt operator-valued stationary processes
scientific article; zbMATH DE number 1211540

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    Orthogonal projection and restricted subordination of Hilbert-Schmidt operator-valued stationary processes (English)
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    6 April 1999
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    Summary: The paper contains two results on subordination of stationarily correlated Hilbert-Schmidt operator-valued stationary processes. First an explicit form of the spectral measure of the orthogonal projection of one process onto another is stated. On the basis of this result \textit{B. Fritzsche}'s and \textit{B. Kirstein}'s solution of the restricted subordination problem for finite-dimensional processes [Optimization 17, 387-397 (1986; Zbl 0589.60033)] is generalized to Hilbert-Schmidt operator-valued processes.
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    Hilbert-Schmidt operator-valued stationary processes
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    subordination
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    spectral measure
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    orthogonal projection
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