Inversion of a truncated Toeplitz operator and limit theorems of Szegő
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Publication:2469443
DOI10.5802/ambp.216zbMath1138.47023OpenAlexW2318017787MaRDI QIDQ2469443
Publication date: 5 February 2008
Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AMBP_2006__13_1_111_0
Filtering in stochastic control theory (93E11) Theory of matrix inversion and generalized inverses (15A09) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Prediction theory (aspects of stochastic processes) (60G25)
Related Items
Inverse of the discrete Laplacian in the two-dimensional Poisson-Dirichlet problem on a rectangle, Szegő limit theorems in the matrix case, Multivariate prediction and matrix Szegő theory
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