Rational \(q \times q\) Carathéodory functions and central non-negative Hermitian measures

DOI10.1007/978-3-319-68849-7_11zbMath1409.30033arXiv1512.05560OpenAlexW2285128154MaRDI QIDQ1626073

Bernd Kirstein, Conrad Mädler, Bernd Fritzsche

Publication date: 26 November 2018

Full work available at URL: https://arxiv.org/abs/1512.05560

zbMATH Keywords

spectral measuresmatricial Carathéodory functionsautoregressive stationary sequencesToeplitz non-negative sequences of complex matrices

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Moment problems and interpolation problems in the complex plane (30E05) Trigonometric moment problems in one variable harmonic analysis (42A70)

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An Extension Problem for Non-negative Hermitian Block Toeplitz Matrices. II

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