Szegő's theorem and its probabilistic descendants
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Publication:1950169
DOI10.1214/11-PS178zbMath1285.60037arXiv1108.0368OpenAlexW2002503720MaRDI QIDQ1950169
Publication date: 10 May 2013
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.0368
predictionlong-range dependencestationary processorthogonal polynomials on the unit circleSzegő's theorempartial autocorrelation functionVerblunsky's theorem
Stationary stochastic processes (60G10) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Prediction theory (aspects of stochastic processes) (60G25)
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Uses Software
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