Inversion of a truncated Toeplitz operator and limit theorems of Szegő

DOI10.5802/ambp.216zbMath1138.47023OpenAlexW2318017787MaRDI QIDQ2469443

Jean Chanzy

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

zbMATH Keywords

Toeplitz matrixToeplitz operatorsmatrix inversionlinear prediction

Mathematics Subject Classification ID

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

Cites Work

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