On an inverse problem of entropy othimization and related questions

DOI10.1080/02331939208843864zbMath0814.30020OpenAlexW2012506147MaRDI QIDQ4327981

Bernd Fritzsche, Stefan H. Fuchs, Bernd Kirstein

Publication date: 27 March 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939208843864

zbMATH Keywords

entropySchur functionsstationary sequencesprediction theory\(J\)-inner functions

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Linear operator methods in interpolation, moment and extension problems (47A57) Moment problems and interpolation problems in the complex plane (30E05) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (4)

On subclasses of the caratheodory class with matricial extremal property^* ⋮ The convergence of entropy-based approximations for moment problems ⋮ On several types of resolvent matrices of nondegenerate matricial Carathéodory problems ⋮ An inverse entropy optimization problem for matrix-valued carathéodory functions

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