Outer factorization of operator valued weight functions on the torus

DOI10.4064/sm-110-1-19-34zbMath0822.47021OpenAlexW875618000MaRDI QIDQ4324983

R. Cheng

Publication date: 6 March 1995

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/216095

zbMATH Keywords

Toeplitz operatorsprediction theorymultivariate stationary processouter factorizationoperator valued weight functionSzegö's infimumHelson-Lowdenslager halfplanelogarithmic integrability testoperator valued Fourier coefficients

Mathematics Subject Classification ID

Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Prediction theory (aspects of stochastic processes) (60G25)

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Convergence of the best linear predictor of a weakly stationary random field ⋮ Prediction of stationary Gaussian random fields with incomplete quarterplane past

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